-14.8%
IREN vs WMB
+205.0%
-219.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.5% | +3.8% |
| 7D | -4.0% | +1.6% | -5.6% | -4.8% |
| 30D | -40.1% | -7.1% | -33.0% | -35.7% |
| 3M | -47.6% | -4.0% | -43.6% | -45.6% |
| 6M | -62.2% | -5.7% | -56.5% | -61.0% |
| YTD | -44.8% | +17.2% | -62.0% | -53.6% |
| 1Y | -63.7% | +17.2% | -80.9% | -69.4% |
| 3Y | +604.1% | +121.1% | +483.0% | +230.9% |
| All | -14.8% | +205.0% | -219.8% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling