-11.5%
IREN vs HWM
+553.6%
-565.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.5% | +17.5% | +17.9% |
| 7D | -9.6% | +3.4% | -13.0% | -11.4% |
| 30D | -44.1% | -7.5% | -36.5% | -40.2% |
| 3M | -42.9% | -28.9% | -14.1% | -25.6% |
| 6M | -64.5% | -19.6% | -44.9% | -58.9% |
| YTD | -42.7% | +0.6% | -43.3% | -45.9% |
| 1Y | -67.7% | +0.3% | -68.0% | -69.3% |
| 3Y | +547.9% | +326.1% | +221.8% | +52.6% |
| All | -11.5% | +553.6% | -565.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling