+78.5%
IREN vs GWRE
+15.5%
+63.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.2% |
| 7D | +4.8% | -30.9% | +35.7% | +19.3% |
| 30D | +9.8% | -20.7% | +30.5% | +16.3% |
| 3M | -15.3% | +20.2% | -35.5% | -31.1% |
| 6M | +14.5% | -11.9% | +26.3% | +5.9% |
| YTD | +15.5% | -30.3% | +45.8% | +22.4% |
| 1Y | +29.8% | -44.6% | +74.4% | +63.2% |
| 3Y | +834.5% | +48.8% | +785.7% | +318.9% |
| All | +78.5% | +15.5% | +63.0% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling