+79.3%
IREN vs SHW
+0.1%
+79.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -1.9% | -3.1% | +1.2% | -0.6% |
| 30D | +0.4% | -10.0% | +10.4% | +4.8% |
| 3M | -22.7% | +2.3% | -25.0% | -24.3% |
| 6M | +4.4% | +0.7% | +3.7% | +3.2% |
| YTD | +16.0% | +0.5% | +15.6% | +14.5% |
| 1Y | +33.4% | -11.5% | +44.9% | +38.7% |
| 3Y | +948.6% | +21.3% | +927.2% | +818.8% |
| All | +79.3% | +0.1% | +79.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling