+79.3%
IREN vs GWW
+173.6%
-94.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | -1.9% | -3.4% | +1.5% | -0.1% |
| 30D | +0.4% | -1.9% | +2.3% | +1.2% |
| 3M | -22.7% | -2.4% | -20.3% | -22.4% |
| 6M | +4.4% | +15.7% | -11.3% | -6.3% |
| YTD | +16.0% | +27.6% | -11.6% | -2.7% |
| 1Y | +33.4% | +27.2% | +6.2% | +11.3% |
| 3Y | +948.6% | +89.7% | +858.9% | +610.3% |
| All | +79.3% | +173.6% | -94.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling