-25.7%
IREN vs WAT
+31.4%
-57.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | -16.0% | +0.6% | -16.6% | -16.3% |
| 30D | -40.5% | +5.4% | -46.0% | -41.4% |
| 3M | -59.4% | +11.3% | -70.7% | -60.9% |
| 6M | -67.1% | +37.4% | -104.5% | -71.2% |
| YTD | -51.9% | +21.2% | -73.1% | -56.3% |
| 1Y | -62.7% | +21.3% | -84.0% | -66.2% |
| 3Y | +507.7% | +83.4% | +424.3% | +291.8% |
| All | -25.7% | +31.4% | -57.1% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling