-62.2%
IREN vs AWK
+20.6%
-82.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +4.6% |
| 7D | -4.0% | 0.0% | -4.0% | -2.8% |
| 30D | -40.1% | +15.5% | -55.6% | -19.1% |
| 3M | -47.6% | +10.0% | -57.6% | -35.3% |
| 6M | -62.2% | +20.4% | -82.6% | -44.7% |
| All | -62.2% | +20.6% | -82.8% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling