+82.7%
IREN vs WMB
+225.8%
-143.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.1% | +7.2% |
| 7D | +26.0% | +0.6% | +25.5% | +25.4% |
| 30D | +14.9% | +3.3% | +11.6% | +10.8% |
| 3M | -27.8% | +3.1% | -30.9% | -30.8% |
| 6M | +1.9% | -0.7% | +2.6% | -0.9% |
| YTD | +18.3% | +25.2% | -6.9% | -6.7% |
| 1Y | +71.0% | +32.9% | +38.1% | +26.3% |
| 3Y | +882.0% | +140.6% | +741.4% | +327.7% |
| All | +82.7% | +225.8% | -143.0% | -24.1% |
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 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