+507.7%
IREN vs OWL
-12.9%
+520.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -16.0% | +1.5% | -17.6% | -17.2% |
| 30D | -40.5% | +13.4% | -54.0% | -47.4% |
| 3M | -59.4% | -21.2% | -38.2% | -52.0% |
| 6M | -67.1% | +4.0% | -71.1% | -69.1% |
| YTD | -51.9% | -29.0% | -22.9% | -38.4% |
| 1Y | -62.7% | -28.4% | -34.2% | -52.5% |
| 3Y | +507.7% | -14.5% | +522.2% | +447.4% |
| All | +507.7% | -12.9% | +520.6% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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