+944.0%
IREN vs SCHW
+86.8%
+857.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -4.4% |
| 7D | +4.8% | -2.8% | +7.5% | +7.0% |
| 30D | +9.8% | -0.1% | +9.8% | +9.1% |
| 3M | -15.3% | +20.6% | -35.9% | -29.0% |
| 6M | +14.5% | +15.9% | -1.5% | -2.6% |
| YTD | +15.5% | +8.5% | +7.0% | +5.7% |
| 1Y | +29.8% | +17.8% | +11.9% | +9.4% |
| All | +944.0% | +86.8% | +857.2% | +485.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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