+78.5%
IREN vs WAB
+201.1%
-122.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | +4.8% | -0.2% | +5.0% | +5.1% |
| 30D | +9.8% | -5.9% | +15.7% | +16.3% |
| 3M | -15.3% | +9.4% | -24.7% | -23.6% |
| 6M | +14.5% | +13.8% | +0.6% | -0.3% |
| YTD | +15.5% | +31.8% | -16.2% | -13.3% |
| 1Y | +29.8% | +48.5% | -18.8% | -13.8% |
| 3Y | +834.5% | +167.0% | +667.5% | +251.8% |
| All | +78.5% | +201.1% | -122.6% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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