-14.8%
IREN vs WELL
+232.1%
-246.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +5.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -40.1% | +7.8% | -47.9% | -42.4% |
| 3M | -47.6% | +10.2% | -57.8% | -50.1% |
| 6M | -62.2% | +16.4% | -78.6% | -66.0% |
| YTD | -44.8% | +35.2% | -80.0% | -55.0% |
| 1Y | -63.7% | +30.5% | -94.1% | -69.8% |
| 3Y | +604.1% | +206.1% | +398.0% | +194.7% |
| All | -14.8% | +232.1% | -246.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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