-26.3%
IREN vs SWK
-29.6%
+3.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.6% | -14.4% | -15.4% |
| 7D | -31.3% | +11.3% | -42.6% | -36.7% |
| 30D | -56.3% | +28.1% | -84.4% | -63.5% |
| 3M | -53.6% | +12.6% | -66.2% | -57.8% |
| 6M | -67.1% | +51.7% | -118.8% | -75.4% |
| YTD | -52.3% | +60.0% | -112.2% | -66.5% |
| 1Y | -76.4% | +72.7% | -149.1% | -84.3% |
| 3Y | +416.6% | +46.3% | +370.3% | +252.7% |
| All | -26.3% | -29.6% | +3.4% | -53.4% |
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