+82.7%
IREN vs TW
+11.2%
+71.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.1% |
| 7D | +26.0% | -2.3% | +28.4% | +26.8% |
| 30D | +14.9% | +3.9% | +11.0% | +13.4% |
| 3M | -27.8% | +5.7% | -33.5% | -30.9% |
| 6M | +1.9% | -14.5% | +16.4% | +6.4% |
| YTD | +18.3% | -0.9% | +19.2% | +12.7% |
| 1Y | +71.0% | -13.5% | +84.5% | +75.9% |
| 3Y | +882.0% | +25.0% | +857.0% | +645.0% |
| All | +82.7% | +11.2% | +71.6% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling