+78.5%
IREN vs NWSA
+30.6%
+47.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.1% |
| 7D | +4.8% | -4.8% | +9.5% | +9.3% |
| 30D | +9.8% | +3.0% | +6.8% | +6.3% |
| 3M | -15.3% | +9.3% | -24.6% | -26.2% |
| 6M | +14.5% | +23.2% | -8.7% | -13.7% |
| YTD | +15.5% | +13.3% | +2.2% | -6.9% |
| 1Y | +29.8% | +2.9% | +26.9% | +14.8% |
| 3Y | +834.5% | +43.3% | +791.2% | +451.8% |
| All | +78.5% | +30.6% | +47.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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