+507.7%
IREN vs GWW
+93.2%
+414.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -16.0% | +3.6% | -19.6% | -17.6% |
| 30D | -40.5% | +12.1% | -52.7% | -44.3% |
| 3M | -59.4% | +12.9% | -72.3% | -62.3% |
| 6M | -67.1% | +19.3% | -86.4% | -70.8% |
| YTD | -51.9% | +48.7% | -100.6% | -64.3% |
| 1Y | -62.7% | +60.5% | -123.2% | -74.3% |
| 3Y | +507.7% | +93.3% | +414.4% | +404.9% |
| All | +507.7% | +93.2% | +414.4% | +404.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling