-20.3%
IREN vs CDW
-5.2%
-15.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.4% | -6.4% |
| 7D | +8.0% | +9.1% | -1.0% | +2.7% |
| 30D | -44.0% | +13.7% | -57.7% | -48.4% |
| 3M | -55.4% | +27.0% | -82.4% | -62.0% |
| 6M | -65.6% | +75.9% | -141.4% | -77.6% |
| YTD | -48.4% | +28.9% | -77.3% | -61.5% |
| 1Y | -65.0% | +19.6% | -84.6% | -72.0% |
| 3Y | +558.1% | -14.6% | +572.7% | +606.7% |
| All | -20.3% | -5.2% | -15.2% | -32.0% |
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