-25.7%
IREN vs WAB
+220.1%
-245.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -5.9% |
| 7D | -16.0% | +5.1% | -21.1% | -20.3% |
| 30D | -40.5% | +4.0% | -44.5% | -42.3% |
| 3M | -59.4% | +0.1% | -59.5% | -59.2% |
| 6M | -67.1% | +12.8% | -79.8% | -70.9% |
| YTD | -51.9% | +40.1% | -92.0% | -65.7% |
| 1Y | -62.7% | +46.4% | -109.0% | -74.6% |
| 3Y | +507.7% | +167.4% | +340.3% | +129.2% |
| All | -25.7% | +220.1% | -245.8% | -77.0% |
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