-25.7%
IREN vs WDAY
-35.5%
+9.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.8% | -7.8% |
| 7D | -16.0% | +1.8% | -17.9% | -16.6% |
| 30D | -40.5% | +4.1% | -44.6% | -41.8% |
| 3M | -59.4% | -4.8% | -54.6% | -59.4% |
| 6M | -67.1% | +68.6% | -135.7% | -76.7% |
| YTD | -51.9% | -8.5% | -43.4% | -52.2% |
| 1Y | -62.7% | -12.1% | -50.6% | -62.1% |
| 3Y | +507.7% | -13.2% | +520.9% | +477.4% |
| All | -25.7% | -35.5% | +9.8% | -19.3% |
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