+32.8%
IREN vs TW
-13.3%
+46.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -4.2% |
| 7D | +4.8% | -2.7% | +7.5% | +2.3% |
| 30D | +9.8% | -1.7% | +11.5% | +8.5% |
| 3M | -15.3% | +1.6% | -16.9% | -13.9% |
| 6M | +14.5% | -17.7% | +32.2% | +8.5% |
| YTD | +15.5% | -4.3% | +19.9% | +19.7% |
| All | +32.8% | -13.3% | +46.2% | +31.3% |
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