+71.0%
IREN vs TW
-15.9%
+86.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +8.0% |
| 7D | +26.0% | -2.3% | +28.4% | +23.5% |
| 30D | +14.9% | +3.9% | +11.0% | +19.2% |
| 3M | -27.8% | +5.7% | -33.5% | -23.7% |
| 6M | +1.9% | -14.5% | +16.4% | -0.4% |
| YTD | +18.3% | -0.9% | +19.2% | +26.4% |
| 1Y | +71.0% | -13.5% | +84.5% | +95.0% |
| All | +71.0% | -15.9% | +86.9% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling