-14.8%
IREN vs WFC
+92.6%
-107.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -4.0% | -1.3% | -2.7% | -2.7% |
| 30D | -40.1% | +3.6% | -43.7% | -42.2% |
| 3M | -47.6% | -1.3% | -46.3% | -47.9% |
| 6M | -62.2% | +18.0% | -80.2% | -68.1% |
| YTD | -44.8% | -5.9% | -39.0% | -43.9% |
| 1Y | -63.7% | +1.8% | -65.5% | -65.6% |
| 3Y | +604.1% | +125.0% | +479.0% | +251.3% |
| All | -14.8% | +92.6% | -107.4% | -51.9% |
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