+78.5%
IREN vs CHWY
-72.1%
+150.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.5% |
| 7D | +4.8% | -12.0% | +16.8% | +10.1% |
| 30D | +9.8% | -6.2% | +16.0% | +12.0% |
| 3M | -15.3% | +5.5% | -20.8% | -18.8% |
| 6M | +14.5% | -17.8% | +32.3% | +20.2% |
| YTD | +15.5% | -36.2% | +51.8% | +34.2% |
| 1Y | +29.8% | -40.0% | +69.7% | +52.3% |
| 3Y | +834.5% | -8.3% | +842.8% | +700.1% |
| All | +78.5% | -72.1% | +150.6% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling