-20.3%
IREN vs WELL
+228.9%
-249.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.1% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | -44.0% | +6.8% | -50.8% | -45.9% |
| 3M | -55.4% | +6.7% | -62.1% | -57.0% |
| 6M | -65.6% | +13.8% | -79.4% | -68.6% |
| YTD | -48.4% | +33.8% | -82.3% | -57.8% |
| 1Y | -65.0% | +29.6% | -94.7% | -70.9% |
| 3Y | +558.1% | +203.1% | +355.0% | +176.6% |
| All | -20.3% | +228.9% | -249.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling