-19.3%
IREN vs SWKS
-41.7%
+22.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.8% |
| 7D | -19.3% | -3.1% | -16.2% | -17.2% |
| 30D | -43.9% | +8.3% | -52.3% | -46.4% |
| 3M | -49.1% | +20.2% | -69.3% | -56.2% |
| 6M | -67.8% | +24.9% | -92.7% | -73.7% |
| YTD | -47.8% | +33.2% | -80.9% | -61.1% |
| 1Y | -67.2% | +23.6% | -90.8% | -74.2% |
| 3Y | +566.6% | +1.3% | +565.3% | +454.4% |
| All | -19.3% | -41.7% | +22.4% | -3.1% |
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