-67.4%
IREN vs AWK
+20.7%
-88.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.2% | -13.4% | -8.1% |
| 7D | -24.7% | +7.0% | -31.8% | -16.5% |
| 30D | -46.4% | +17.0% | -63.4% | -32.5% |
| 3M | -46.9% | +12.4% | -59.3% | -36.3% |
| 6M | -56.1% | +19.6% | -75.7% | -42.2% |
| YTD | -42.5% | +17.0% | -59.6% | -24.8% |
| 1Y | -67.4% | +20.0% | -87.4% | -58.1% |
| All | -67.4% | +20.7% | -88.1% | -58.1% |
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