-60.4%
IREN vs WOLF
+37.9%
-98.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -4.2% |
| 7D | -16.0% | +4.4% | -20.4% | -17.5% |
| 30D | -40.5% | +1.0% | -41.6% | -40.1% |
| 3M | -59.4% | -21.2% | -38.2% | -56.1% |
| 6M | -67.1% | -60.3% | -6.7% | -58.7% |
| YTD | -51.9% | +42.6% | -94.5% | -61.7% |
| 1Y | -62.7% | +36.5% | -99.2% | -69.5% |
| All | -60.4% | +37.9% | -98.4% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling