-11.5%
IREN vs W
-58.6%
+47.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.4% | +21.5% | +20.7% |
| 7D | -9.6% | -3.6% | -6.0% | -8.7% |
| 30D | -44.1% | +7.0% | -51.0% | -46.1% |
| 3M | -42.9% | +7.4% | -50.3% | -45.4% |
| 6M | -64.5% | +69.3% | -133.8% | -73.6% |
| YTD | -42.7% | +11.3% | -54.0% | -49.1% |
| 1Y | -67.7% | +13.2% | -80.9% | -71.8% |
| 3Y | +547.9% | +142.0% | +405.9% | +235.1% |
| All | -11.5% | -58.6% | +47.1% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling