-25.7%
IREN vs SWK
-30.8%
+5.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.9% |
| 7D | -16.0% | -1.4% | -14.7% | -15.3% |
| 30D | -40.5% | +25.5% | -66.0% | -49.7% |
| 3M | -59.4% | +11.8% | -71.2% | -63.0% |
| 6M | -67.1% | +48.7% | -115.8% | -75.2% |
| YTD | -51.9% | +57.2% | -109.1% | -65.8% |
| 1Y | -62.7% | +75.3% | -137.9% | -75.5% |
| 3Y | +507.7% | +51.9% | +455.7% | +299.4% |
| All | -25.7% | -30.8% | +5.2% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling