+904.9%
IREN vs WFC
+133.9%
+771.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +7.1% |
| 7D | +27.5% | +1.1% | +26.4% | +26.2% |
| 30D | +13.8% | +0.8% | +13.0% | +12.5% |
| 3M | -20.7% | +9.3% | -30.0% | -27.6% |
| 6M | +27.9% | +10.6% | +17.2% | +12.8% |
| YTD | +24.3% | -4.1% | +28.3% | +26.7% |
| 1Y | +79.2% | +13.6% | +65.6% | +54.1% |
| 3Y | +904.9% | +130.7% | +774.2% | +311.6% |
| All | +904.9% | +133.9% | +771.1% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 3y: compounded portfolio wealth divided by compounded WFC 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…
3y analysis · Full analysis span regression · 6 months rolling