+82.7%
IREN vs CDW
-16.4%
+99.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.9% |
| 7D | +26.0% | +3.2% | +22.9% | +23.6% |
| 30D | +14.9% | +9.3% | +5.6% | +8.4% |
| 3M | -27.8% | +9.8% | -37.6% | -33.6% |
| 6M | +1.9% | +23.3% | -21.4% | -19.8% |
| YTD | +18.3% | +13.7% | +4.6% | -3.4% |
| 1Y | +71.0% | -6.5% | +77.5% | +65.5% |
| 3Y | +882.0% | -25.2% | +907.2% | +1,075.2% |
| All | +82.7% | -16.4% | +99.1% | +70.8% |
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