+82.7%
IREN vs WDAY
-35.7%
+118.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.4% | +12.7% | +9.4% |
| 7D | +26.0% | -4.4% | +30.4% | +27.9% |
| 30D | +14.9% | +14.7% | +0.1% | +6.6% |
| 3M | -27.8% | +32.4% | -60.1% | -39.5% |
| 6M | +1.9% | +36.9% | -35.0% | -20.4% |
| YTD | +18.3% | -8.8% | +27.1% | +19.0% |
| 1Y | +71.0% | -15.3% | +86.3% | +79.9% |
| 3Y | +882.0% | -21.2% | +903.2% | +924.4% |
| All | +82.7% | -35.7% | +118.4% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling