+85.6%
IREN vs CDW
-21.9%
+107.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.4% |
| 7D | +14.6% | -4.2% | +18.8% | +17.3% |
| 30D | +17.1% | +4.9% | +12.3% | +13.4% |
| 3M | -16.0% | +7.3% | -23.3% | -22.5% |
| 6M | +16.8% | +19.2% | -2.4% | -7.3% |
| YTD | +20.1% | +6.2% | +13.9% | +2.0% |
| 1Y | +50.3% | -14.0% | +64.3% | +53.7% |
| 3Y | +871.5% | -30.0% | +901.5% | +1,104.5% |
| All | +85.6% | -21.9% | +107.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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