+597.0%
IREN vs SHW
+43.3%
+553.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -4.0% | -2.1% | -1.9% | -3.4% |
| 30D | -40.1% | +11.1% | -51.2% | -42.0% |
| 3M | -47.6% | -2.2% | -45.4% | -47.1% |
| 6M | -62.2% | +14.3% | -76.5% | -64.2% |
| YTD | -44.8% | +10.6% | -55.4% | -46.9% |
| 1Y | -63.7% | +4.1% | -67.8% | -64.2% |
| All | +597.0% | +43.3% | +553.7% | +717.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling