+71.0%
IREN vs AWK
+1.8%
+69.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.1% |
| 7D | +26.0% | +1.7% | +24.3% | +28.2% |
| 30D | +14.9% | +5.6% | +9.3% | +22.5% |
| 3M | -27.8% | +15.9% | -43.6% | -15.1% |
| 6M | +1.9% | +4.6% | -2.7% | +13.3% |
| YTD | +18.3% | +10.1% | +8.2% | +36.9% |
| 1Y | +71.0% | +2.1% | +68.9% | +92.5% |
| All | +71.0% | +1.8% | +69.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling