+82.7%
IREN vs WFC
+100.8%
-18.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.5% |
| 7D | +26.0% | +3.8% | +22.3% | +22.3% |
| 30D | +14.9% | +1.5% | +13.4% | +13.2% |
| 3M | -27.8% | +10.9% | -38.6% | -34.4% |
| 6M | +1.9% | +8.4% | -6.5% | -6.8% |
| YTD | +18.3% | -1.9% | +20.2% | +17.9% |
| 1Y | +71.0% | +12.3% | +58.6% | +51.5% |
| 3Y | +882.0% | +132.3% | +749.7% | +385.8% |
| All | +82.7% | +100.8% | -18.0% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling