+948.6%
IREN vs NWSA
+43.3%
+905.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.9% | -2.8% | +0.9% | -0.4% |
| 30D | +0.4% | +3.0% | -2.7% | -1.6% |
| 3M | -22.7% | +12.3% | -35.0% | -30.7% |
| 6M | +4.4% | +21.9% | -17.5% | -14.6% |
| YTD | +16.0% | +13.6% | +2.5% | -0.2% |
| 1Y | +33.4% | +0.5% | +32.9% | +31.2% |
| 3Y | +948.6% | +43.8% | +904.8% | +481.6% |
| All | +948.6% | +43.3% | +905.3% | +481.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling