-12.4%
IREN vs SWK
-27.9%
+15.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.7% |
| 7D | -2.8% | +10.7% | -13.4% | -10.0% |
| 30D | -39.2% | +33.3% | -72.5% | -50.4% |
| 3M | -48.1% | +14.7% | -62.7% | -53.3% |
| 6M | -65.0% | +48.5% | -113.5% | -73.6% |
| YTD | -43.3% | +63.9% | -107.2% | -60.8% |
| 1Y | -65.7% | +80.4% | -146.1% | -77.9% |
| 3Y | +620.9% | +58.1% | +562.8% | +362.3% |
| All | -12.4% | -27.9% | +15.5% | -45.5% |
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