+897.3%
IREN vs CDW
-25.0%
+922.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.6% |
| 7D | +26.0% | +3.2% | +22.9% | +24.6% |
| 30D | +14.9% | +9.3% | +5.6% | +11.0% |
| 3M | -27.8% | +9.8% | -37.6% | -31.0% |
| 6M | +1.9% | +23.3% | -21.4% | -12.5% |
| YTD | +18.3% | +13.7% | +4.6% | +5.4% |
| 1Y | +71.0% | -6.5% | +77.5% | +76.8% |
| All | +897.3% | -25.0% | +922.4% | +973.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling