+78.5%
IREN vs TW
+7.3%
+71.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | +4.8% | -2.7% | +7.5% | +5.5% |
| 30D | +9.8% | -1.7% | +11.5% | +10.0% |
| 3M | -15.3% | +1.6% | -16.9% | -17.8% |
| 6M | +14.5% | -17.7% | +32.2% | +20.6% |
| YTD | +15.5% | -4.3% | +19.9% | +11.1% |
| 1Y | +29.8% | -13.1% | +42.9% | +31.4% |
| 3Y | +834.5% | +20.3% | +814.2% | +616.6% |
| All | +78.5% | +7.3% | +71.2% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling