+904.9%
IREN vs AWK
+9.6%
+895.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.3% | +4.9% |
| 7D | +27.5% | +2.2% | +25.3% | +28.8% |
| 30D | +13.8% | +4.4% | +9.4% | +16.8% |
| 3M | -20.7% | +15.4% | -36.1% | -14.2% |
| 6M | +27.9% | +3.5% | +24.4% | +34.1% |
| YTD | +24.3% | +9.8% | +14.5% | +33.2% |
| 1Y | +79.2% | +3.0% | +76.2% | +89.6% |
| 3Y | +904.9% | +9.7% | +895.3% | +1,073.6% |
| All | +904.9% | +9.6% | +895.3% | +1,073.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling