+948.6%
IREN vs CHWY
-11.7%
+960.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +1.3% |
| 7D | -1.9% | -13.6% | +11.7% | +1.9% |
| 30D | +0.4% | -8.5% | +8.9% | +2.5% |
| 3M | -22.7% | +8.9% | -31.6% | -25.3% |
| 6M | +4.4% | -20.5% | +24.9% | +9.4% |
| YTD | +16.0% | -38.2% | +54.2% | +30.7% |
| 1Y | +33.4% | -43.3% | +76.7% | +52.8% |
| 3Y | +948.6% | -8.5% | +957.1% | +949.6% |
| All | +948.6% | -11.7% | +960.3% | +949.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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