-20.3%
IREN vs SWK
-31.0%
+10.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.2% |
| 7D | +8.0% | -2.0% | +10.0% | +9.3% |
| 30D | -44.0% | +24.6% | -68.6% | -52.4% |
| 3M | -55.4% | +10.8% | -66.2% | -59.1% |
| 6M | -65.6% | +46.1% | -111.6% | -73.8% |
| YTD | -48.4% | +56.8% | -105.3% | -63.3% |
| 1Y | -65.0% | +72.7% | -137.8% | -76.8% |
| 3Y | +558.1% | +49.9% | +508.2% | +337.4% |
| All | -20.3% | -31.0% | +10.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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