+82.7%
IREN vs IWF
+65.8%
+16.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +26.0% | +0.5% | +25.5% | +24.7% |
| 30D | +14.9% | -0.4% | +15.3% | +16.9% |
| 3M | -27.8% | -2.6% | -25.2% | -20.2% |
| 6M | +1.9% | +9.1% | -7.2% | -9.3% |
| YTD | +18.3% | +4.5% | +13.8% | +16.3% |
| 1Y | +71.0% | +10.1% | +60.9% | +54.4% |
| 3Y | +882.0% | +77.6% | +804.3% | +297.9% |
| All | +82.7% | +65.8% | +16.9% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling