+79.3%
IREN vs WMT
+139.0%
-59.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +0.4% | -7.4% | +7.8% | +2.2% |
| 3M | -22.7% | -10.9% | -11.8% | -20.5% |
| 6M | +4.4% | -12.7% | +17.1% | +7.2% |
| YTD | +16.0% | -3.2% | +19.3% | +13.6% |
| 1Y | +33.4% | +5.3% | +28.2% | +25.1% |
| 3Y | +948.6% | +101.9% | +846.7% | +696.6% |
| All | +79.3% | +139.0% | -59.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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