-67.4%
IREN vs WOLF
-3.0%
-64.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.7% | -12.9% | -11.9% |
| 7D | -24.7% | -14.5% | -10.3% | -19.6% |
| 30D | -46.4% | -32.0% | -14.3% | -37.3% |
| 3M | -46.9% | -15.8% | -31.1% | -44.0% |
| 6M | -56.1% | -36.6% | -19.5% | -53.3% |
| YTD | -42.5% | +30.9% | -73.4% | -58.3% |
| 1Y | -67.4% | +4.1% | -71.5% | -73.5% |
| All | -67.4% | -3.0% | -64.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling