-25.7%
IREN vs SWKS
-36.6%
+10.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | -16.0% | +9.4% | -25.5% | -20.8% |
| 30D | -40.5% | +17.0% | -57.5% | -45.9% |
| 3M | -59.4% | +28.9% | -88.3% | -66.6% |
| 6M | -67.1% | +33.1% | -100.2% | -74.0% |
| YTD | -51.9% | +44.8% | -96.7% | -66.1% |
| 1Y | -62.7% | +36.2% | -98.9% | -72.6% |
| 3Y | +507.7% | +11.5% | +496.2% | +372.5% |
| All | -25.7% | -36.6% | +10.9% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling