+948.6%
IREN vs GWRE
+50.1%
+898.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.9% | -13.2% | +11.3% | 0.0% |
| 30D | +0.4% | -18.6% | +18.9% | +1.7% |
| 3M | -22.7% | +18.9% | -41.6% | -31.1% |
| 6M | +4.4% | -11.0% | +15.4% | +1.2% |
| YTD | +16.0% | -29.9% | +45.9% | +25.6% |
| 1Y | +33.4% | -44.3% | +77.8% | +65.7% |
| 3Y | +948.6% | +51.7% | +896.9% | +335.2% |
| All | +948.6% | +50.1% | +898.5% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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