+82.7%
IREN vs SWKS
-47.8%
+130.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +4.9% |
| 7D | +26.0% | +12.5% | +13.5% | +16.6% |
| 30D | +14.9% | +10.5% | +4.4% | +8.0% |
| 3M | -27.8% | -7.4% | -20.4% | -23.4% |
| 6M | +1.9% | +32.7% | -30.7% | -19.7% |
| YTD | +18.3% | +19.2% | -0.9% | -2.3% |
| 1Y | +71.0% | +2.4% | +68.6% | +55.0% |
| 3Y | +882.0% | -25.6% | +907.6% | +1,013.3% |
| All | +82.7% | -47.8% | +130.5% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling