-11.5%
IREN vs SWKS
-42.0%
+30.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.2% | +18.8% | +19.3% |
| 7D | -9.6% | -6.2% | -3.5% | -5.3% |
| 30D | -44.1% | -1.5% | -42.6% | -43.2% |
| 3M | -42.9% | +23.0% | -65.9% | -51.5% |
| 6M | -64.5% | +27.6% | -92.1% | -71.5% |
| YTD | -42.7% | +32.3% | -75.0% | -57.2% |
| 1Y | -67.7% | +20.1% | -87.8% | -74.0% |
| 3Y | +547.9% | +0.6% | +547.3% | +440.7% |
| All | -11.5% | -42.0% | +30.5% | +6.7% |
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