-19.3%
IREN vs WM
+55.7%
-75.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.2% | -7.7% |
| 7D | -19.3% | +1.2% | -20.5% | -18.8% |
| 30D | -43.9% | +13.7% | -57.6% | -41.2% |
| 3M | -49.1% | +5.2% | -54.3% | -47.6% |
| 6M | -67.8% | +11.2% | -78.9% | -66.6% |
| YTD | -47.8% | +9.4% | -57.2% | -46.0% |
| 1Y | -67.2% | +20.4% | -87.6% | -66.2% |
| 3Y | +566.6% | +44.7% | +521.9% | +577.1% |
| All | -19.3% | +55.7% | -75.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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