-25.7%
IREN vs WEC
+55.4%
-81.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -6.5% |
| 7D | -16.0% | +2.3% | -18.4% | -15.6% |
| 30D | -40.5% | +11.1% | -51.6% | -39.1% |
| 3M | -59.4% | +8.4% | -67.9% | -58.5% |
| 6M | -67.1% | +7.5% | -74.6% | -66.4% |
| YTD | -51.9% | +15.3% | -67.2% | -50.8% |
| 1Y | -62.7% | +9.7% | -72.4% | -61.8% |
| 3Y | +507.7% | +64.7% | +443.0% | +509.9% |
| All | -25.7% | +55.4% | -81.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling