+82.7%
IREN vs SWK
-41.1%
+123.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.7% |
| 7D | +26.0% | -0.4% | +26.5% | +26.4% |
| 30D | +14.9% | -5.7% | +20.6% | +19.5% |
| 3M | -27.8% | +24.1% | -51.8% | -37.8% |
| 6M | +1.9% | +24.7% | -22.8% | -12.5% |
| YTD | +18.3% | +33.9% | -15.6% | -5.0% |
| 1Y | +71.0% | +34.7% | +36.3% | +34.6% |
| 3Y | +882.0% | +15.3% | +866.7% | +708.8% |
| All | +82.7% | -41.1% | +123.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling