-11.5%
IREN vs IWD
+69.8%
-81.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.9% |
| 7D | -9.6% | -0.5% | -9.2% | -9.0% |
| 30D | -44.1% | +2.7% | -46.7% | -47.8% |
| 3M | -42.9% | +0.9% | -43.8% | -44.7% |
| 6M | -64.5% | +10.5% | -75.1% | -72.4% |
| YTD | -42.7% | +23.7% | -66.4% | -65.0% |
| 1Y | -67.7% | +28.7% | -96.4% | -82.1% |
| 3Y | +547.9% | +79.7% | +468.2% | +79.0% |
| All | -11.5% | +69.8% | -81.3% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling