-20.3%
IREN vs HWM
+608.5%
-628.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.2% |
| 7D | +8.0% | +11.1% | -3.1% | -1.1% |
| 30D | -44.0% | +3.0% | -47.0% | -45.4% |
| 3M | -55.4% | -20.7% | -34.7% | -47.0% |
| 6M | -65.6% | -17.2% | -48.4% | -60.7% |
| YTD | -48.4% | +9.1% | -57.5% | -54.6% |
| 1Y | -65.0% | +9.0% | -74.1% | -69.0% |
| 3Y | +558.1% | +353.8% | +204.3% | +47.3% |
| All | -20.3% | +608.5% | -628.8% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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