+547.9%
IREN vs SWK
+46.0%
+501.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.2% |
| 7D | -9.6% | +11.0% | -20.7% | -14.4% |
| 30D | -44.1% | +30.1% | -74.1% | -51.1% |
| 3M | -42.9% | +14.7% | -57.6% | -46.9% |
| 6M | -64.5% | +44.5% | -109.0% | -70.5% |
| YTD | -42.7% | +59.4% | -102.1% | -55.2% |
| 1Y | -67.7% | +77.5% | -145.2% | -76.1% |
| 3Y | +547.9% | +49.5% | +498.4% | +397.7% |
| All | +547.9% | +46.0% | +501.9% | +397.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling