-25.7%
IREN vs TW
+39.0%
-64.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.6% | -6.9% |
| 7D | -16.0% | +3.9% | -20.0% | -16.8% |
| 30D | -40.5% | +19.9% | -60.5% | -43.2% |
| 3M | -59.4% | +25.9% | -85.4% | -61.8% |
| 6M | -67.1% | +21.1% | -88.2% | -69.3% |
| YTD | -51.9% | +23.9% | -75.8% | -56.7% |
| 1Y | -62.7% | +21.2% | -83.9% | -65.9% |
| 3Y | +507.7% | +44.8% | +462.9% | +360.1% |
| All | -25.7% | +39.0% | -64.7% | -45.0% |
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 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