+82.7%
IREN vs NWSA
+34.6%
+48.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +8.9% |
| 7D | +26.0% | -1.9% | +27.9% | +28.0% |
| 30D | +14.9% | +4.6% | +10.3% | +9.2% |
| 3M | -27.8% | +13.2% | -41.0% | -39.2% |
| 6M | +1.9% | +27.0% | -25.1% | -25.5% |
| YTD | +18.3% | +16.8% | +1.5% | -7.2% |
| 1Y | +71.0% | +4.5% | +66.5% | +49.0% |
| 3Y | +882.0% | +46.2% | +835.8% | +471.8% |
| All | +82.7% | +34.6% | +48.1% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling