+904.9%
IREN vs HWM
+385.3%
+519.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.7% | +15.7% | +13.0% |
| 7D | +27.5% | -9.2% | +36.6% | +35.2% |
| 30D | +13.8% | -17.9% | +31.7% | +29.5% |
| 3M | -20.7% | -6.0% | -14.7% | -19.1% |
| 6M | +27.9% | -7.4% | +35.2% | +31.0% |
| YTD | +24.3% | +13.1% | +11.2% | +7.7% |
| 1Y | +79.2% | +29.3% | +49.9% | +40.2% |
| 3Y | +904.9% | +389.9% | +515.0% | +174.9% |
| All | +904.9% | +385.3% | +519.6% | +174.9% |
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