-14.8%
IREN vs WDAY
-37.2%
+22.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.2% |
| 7D | -4.0% | -5.3% | +1.3% | -2.2% |
| 30D | -40.1% | +1.5% | -41.7% | -40.8% |
| 3M | -47.6% | +5.5% | -53.0% | -50.1% |
| 6M | -62.2% | +57.4% | -119.6% | -72.4% |
| YTD | -44.8% | -11.0% | -33.8% | -44.6% |
| 1Y | -63.7% | -15.8% | -47.9% | -62.2% |
| 3Y | +604.1% | -16.9% | +620.9% | +585.8% |
| All | -14.8% | -37.2% | +22.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling