-25.7%
IREN vs SHW
+8.6%
-34.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | -16.0% | +1.9% | -17.9% | -16.6% |
| 30D | -40.5% | +8.1% | -48.6% | -42.8% |
| 3M | -59.4% | -2.8% | -56.6% | -59.3% |
| 6M | -67.1% | +15.0% | -82.1% | -69.6% |
| YTD | -51.9% | +9.0% | -60.9% | -54.5% |
| 1Y | -62.7% | +4.5% | -67.1% | -64.0% |
| 3Y | +507.7% | +41.9% | +465.8% | +393.3% |
| All | -25.7% | +8.6% | -34.2% | -46.3% |
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