-25.7%
IREN vs IWD
+73.7%
-99.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -7.2% |
| 7D | -16.0% | +2.3% | -18.3% | -20.4% |
| 30D | -40.5% | +3.6% | -44.1% | -45.6% |
| 3M | -59.4% | +2.2% | -61.6% | -61.8% |
| 6M | -67.1% | +13.0% | -80.0% | -75.7% |
| YTD | -51.9% | +26.5% | -78.4% | -72.2% |
| 1Y | -62.7% | +30.1% | -92.8% | -79.8% |
| 3Y | +507.7% | +84.9% | +422.8% | +57.0% |
| All | -25.7% | +73.7% | -99.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling