+78.5%
IREN vs AWK
-9.0%
+87.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | +9.8% | +2.8% | +7.0% | +9.9% |
| 3M | -15.3% | +11.3% | -26.6% | -15.7% |
| 6M | +14.5% | +6.7% | +7.8% | +14.2% |
| YTD | +15.5% | +9.4% | +6.2% | +14.8% |
| 1Y | +29.8% | +3.7% | +26.0% | +29.9% |
| 3Y | +834.5% | +9.2% | +825.2% | +767.1% |
| All | +78.5% | -9.0% | +87.5% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling