-14.8%
IREN vs WAT
+34.5%
-49.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.0% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | -40.1% | +9.0% | -49.1% | -41.8% |
| 3M | -47.6% | +13.5% | -61.0% | -50.0% |
| 6M | -62.2% | +35.3% | -97.5% | -66.7% |
| YTD | -44.8% | +24.0% | -68.8% | -50.4% |
| 1Y | -63.7% | +22.0% | -85.6% | -67.2% |
| 3Y | +604.1% | +84.0% | +520.1% | +355.6% |
| All | -14.8% | +34.5% | -49.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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