+91.9%
IREN vs ITW
+24.2%
+67.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.5% |
| 7D | +27.5% | -0.4% | +27.9% | +27.9% |
| 30D | +13.8% | -9.4% | +23.3% | +23.3% |
| 3M | -20.7% | +7.1% | -27.8% | -28.3% |
| 6M | +27.9% | -1.9% | +29.7% | +26.0% |
| YTD | +24.3% | +10.4% | +13.8% | +7.9% |
| 1Y | +79.2% | +3.3% | +75.9% | +62.6% |
| 3Y | +904.9% | +21.0% | +883.9% | +667.7% |
| All | +91.9% | +24.2% | +67.7% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling