+91.9%
IREN vs SHW
+0.9%
+91.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +6.0% |
| 7D | +27.5% | -1.2% | +28.6% | +28.0% |
| 30D | +13.8% | -11.6% | +25.4% | +19.7% |
| 3M | -20.7% | +9.1% | -29.8% | -24.7% |
| 6M | +27.9% | -0.7% | +28.5% | +27.0% |
| YTD | +24.3% | +1.4% | +22.9% | +22.1% |
| 1Y | +79.2% | -12.3% | +91.5% | +86.5% |
| 3Y | +904.9% | +23.4% | +881.6% | +774.0% |
| All | +91.9% | +0.9% | +91.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling