+79.3%
IREN vs ITW
+24.0%
+55.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.3% |
| 30D | +0.4% | -8.3% | +8.7% | +7.6% |
| 3M | -22.7% | +6.0% | -28.7% | -29.4% |
| 6M | +4.4% | 0.0% | +4.4% | +1.1% |
| YTD | +16.0% | +10.2% | +5.8% | +1.0% |
| 1Y | +33.4% | +3.2% | +30.2% | +21.5% |
| 3Y | +948.6% | +21.0% | +927.6% | +700.8% |
| All | +79.3% | +24.0% | +55.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling