+91.9%
IREN vs GWW
+175.5%
-83.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.7% | +6.5% |
| 7D | +27.5% | -1.5% | +29.0% | +28.4% |
| 30D | +13.8% | +1.1% | +12.7% | +12.7% |
| 3M | -20.7% | -1.0% | -19.7% | -21.2% |
| 6M | +27.9% | +16.3% | +11.6% | +14.4% |
| YTD | +24.3% | +28.5% | -4.3% | +3.7% |
| 1Y | +79.2% | +30.3% | +48.9% | +47.0% |
| 3Y | +904.9% | +91.6% | +813.3% | +576.7% |
| All | +91.9% | +175.5% | -83.6% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling