+78.5%
IREN vs WDAY
-39.2%
+117.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +4.8% | -10.5% | +15.3% | +9.1% |
| 30D | +9.8% | +2.1% | +7.7% | +6.8% |
| 3M | -15.3% | +34.6% | -49.9% | -30.6% |
| 6M | +14.5% | +29.9% | -15.4% | -8.4% |
| YTD | +15.5% | -13.8% | +29.4% | +18.7% |
| 1Y | +29.8% | -18.3% | +48.0% | +37.5% |
| 3Y | +834.5% | -26.2% | +860.6% | +902.6% |
| All | +78.5% | -39.2% | +117.7% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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