-19.3%
IREN vs CDW
-7.0%
-12.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.9% | -10.7% | -9.4% |
| 7D | -19.3% | +13.1% | -32.4% | -25.5% |
| 30D | -43.9% | +19.1% | -63.1% | -49.9% |
| 3M | -49.1% | +24.7% | -73.8% | -56.2% |
| 6M | -67.8% | +63.4% | -131.1% | -78.0% |
| YTD | -47.8% | +26.3% | -74.1% | -60.7% |
| 1Y | -67.2% | +20.6% | -87.8% | -74.3% |
| 3Y | +566.6% | -16.3% | +582.9% | +623.2% |
| All | -19.3% | -7.0% | -12.3% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling