-25.7%
IREN vs WMB
+205.8%
-231.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.3% |
| 7D | -16.0% | +7.8% | -23.9% | -21.3% |
| 30D | -40.5% | -5.1% | -35.4% | -37.4% |
| 3M | -59.4% | -4.7% | -54.7% | -57.7% |
| 6M | -67.1% | -7.4% | -59.7% | -65.4% |
| YTD | -51.9% | +17.5% | -69.4% | -59.6% |
| 1Y | -62.7% | +19.5% | -82.1% | -69.1% |
| 3Y | +507.7% | +121.3% | +386.4% | +185.3% |
| All | -25.7% | +205.8% | -231.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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