-12.4%
IREN vs SWKS
-41.6%
+29.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.6% |
| 7D | -2.8% | -2.7% | 0.0% | -0.5% |
| 30D | -39.2% | +8.5% | -47.6% | -41.9% |
| 3M | -48.1% | +17.3% | -65.4% | -54.5% |
| 6M | -65.0% | +25.1% | -90.1% | -71.5% |
| YTD | -43.3% | +33.3% | -76.7% | -57.8% |
| 1Y | -65.7% | +22.9% | -88.6% | -72.9% |
| 3Y | +620.9% | +5.5% | +615.3% | +473.6% |
| All | -12.4% | -41.6% | +29.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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