+79.3%
IREN vs WSM
+123.2%
-43.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.6% |
| 30D | +0.4% | -7.7% | +8.1% | +5.1% |
| 3M | -22.7% | +3.8% | -26.5% | -25.4% |
| 6M | +4.4% | +22.7% | -18.3% | -8.6% |
| YTD | +16.0% | +28.0% | -12.0% | -0.7% |
| 1Y | +33.4% | +12.7% | +20.7% | +22.4% |
| 3Y | +948.6% | +231.3% | +717.3% | +297.0% |
| All | +79.3% | +123.2% | -43.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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