+507.7%
IREN vs WDAY
-12.7%
+520.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.8% | -6.8% |
| 7D | -16.0% | +1.8% | -17.9% | -16.1% |
| 30D | -40.5% | +4.1% | -44.6% | -40.7% |
| 3M | -59.4% | -4.8% | -54.6% | -59.3% |
| 6M | -67.1% | +68.6% | -135.7% | -70.1% |
| YTD | -51.9% | -8.5% | -43.4% | -45.0% |
| 1Y | -62.7% | -12.1% | -50.6% | -56.5% |
| 3Y | +507.7% | -13.2% | +520.9% | +592.6% |
| All | +507.7% | -12.7% | +520.4% | +592.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling