-11.5%
IREN vs WM
+54.9%
-66.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.1% | +22.1% | +19.2% |
| 7D | -9.6% | +1.2% | -10.8% | -8.9% |
| 30D | -44.1% | +13.1% | -57.1% | -41.5% |
| 3M | -42.9% | +3.6% | -46.6% | -41.5% |
| 6M | -64.5% | +8.1% | -72.6% | -63.4% |
| YTD | -42.7% | +8.9% | -51.6% | -40.8% |
| 1Y | -67.7% | +20.3% | -88.0% | -66.8% |
| 3Y | +547.9% | +46.2% | +501.7% | +556.1% |
| All | -11.5% | +54.9% | -66.4% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling