+85.6%
IREN vs W
-62.9%
+148.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +14.6% | +5.9% | +8.7% | +11.8% |
| 30D | +17.1% | -3.0% | +20.2% | +18.6% |
| 3M | -16.0% | +40.3% | -56.4% | -31.2% |
| 6M | +16.8% | +32.2% | -15.4% | -2.5% |
| YTD | +20.1% | -0.3% | +20.4% | +13.5% |
| 1Y | +50.3% | +16.2% | +34.1% | +26.8% |
| 3Y | +871.5% | +40.7% | +830.8% | +552.1% |
| All | +85.6% | -62.9% | +148.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling