+985.4%
IREN vs IWF
+77.2%
+908.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.2% |
| 7D | +14.6% | +0.5% | +14.0% | +13.2% |
| 30D | +17.1% | -1.4% | +18.5% | +22.1% |
| 3M | -16.0% | +0.4% | -16.5% | -13.7% |
| 6M | +16.8% | +8.5% | +8.4% | +3.0% |
| YTD | +20.1% | +3.7% | +16.4% | +19.1% |
| 1Y | +50.3% | +8.5% | +41.8% | +37.3% |
| All | +985.4% | +77.2% | +908.2% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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