+547.9%
IREN vs HWM
+330.9%
+217.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.5% | +17.5% | +18.2% |
| 7D | -9.6% | +3.4% | -13.0% | -10.9% |
| 30D | -44.1% | -7.5% | -36.5% | -40.6% |
| 3M | -42.9% | -28.9% | -14.1% | -28.1% |
| 6M | -64.5% | -19.6% | -44.9% | -59.6% |
| YTD | -42.7% | +0.6% | -43.3% | -45.2% |
| 1Y | -67.7% | +0.3% | -68.0% | -68.9% |
| 3Y | +547.9% | +326.1% | +221.8% | +280.9% |
| All | +547.9% | +330.9% | +217.0% | +280.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling