-19.3%
IREN vs WDAY
-38.0%
+18.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.2% | -7.6% |
| 7D | -19.3% | -4.6% | -14.8% | -18.2% |
| 30D | -43.9% | +1.2% | -45.2% | -44.6% |
| 3M | -49.1% | +2.6% | -51.6% | -51.0% |
| 6M | -67.8% | +47.8% | -115.5% | -75.5% |
| YTD | -47.8% | -12.1% | -35.7% | -47.3% |
| 1Y | -67.2% | -17.1% | -50.1% | -65.6% |
| 3Y | +566.6% | -17.9% | +584.4% | +552.1% |
| All | -19.3% | -38.0% | +18.7% | -11.1% |
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