+91.9%
IREN vs HWM
+634.7%
-542.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.7% | +15.7% | +14.0% |
| 7D | +27.5% | -9.2% | +36.6% | +36.3% |
| 30D | +13.8% | -17.9% | +31.7% | +31.3% |
| 3M | -20.7% | -6.0% | -14.7% | -18.9% |
| 6M | +27.9% | -7.4% | +35.2% | +31.4% |
| YTD | +24.3% | +13.1% | +11.2% | +6.1% |
| 1Y | +79.2% | +29.3% | +49.9% | +36.2% |
| 3Y | +904.9% | +389.9% | +515.0% | +110.0% |
| All | +91.9% | +634.7% | -542.8% | -71.5% |
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