+944.0%
IREN vs ITW
+18.9%
+925.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.1% |
| 7D | +4.8% | -2.4% | +7.2% | +6.3% |
| 30D | +9.8% | -9.5% | +19.3% | +16.8% |
| 3M | -15.3% | +6.6% | -21.9% | -22.8% |
| 6M | +14.5% | -1.8% | +16.2% | +12.1% |
| YTD | +15.5% | +9.0% | +6.5% | +1.8% |
| 1Y | +29.8% | +3.6% | +26.2% | +17.9% |
| All | +944.0% | +18.9% | +925.1% | +606.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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