+85.6%
IREN vs OWL
-14.1%
+99.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -0.4% |
| 7D | +14.6% | -6.4% | +21.0% | +21.3% |
| 30D | +17.1% | -5.0% | +22.1% | +21.1% |
| 3M | -16.0% | +15.4% | -31.4% | -27.1% |
| 6M | +16.8% | +15.5% | +1.3% | -0.9% |
| YTD | +20.1% | -22.7% | +42.8% | +47.7% |
| 1Y | +50.3% | -34.1% | +84.3% | +109.8% |
| 3Y | +871.5% | +5.1% | +866.4% | +698.8% |
| All | +85.6% | -14.1% | +99.7% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling