+985.4%
IREN vs WSM
+232.0%
+753.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +14.6% | +2.6% | +12.0% | +13.4% |
| 30D | +17.1% | -9.3% | +26.4% | +22.0% |
| 3M | -16.0% | +7.1% | -23.1% | -19.3% |
| 6M | +16.8% | +21.7% | -4.9% | +6.0% |
| YTD | +20.1% | +28.7% | -8.6% | +6.9% |
| 1Y | +50.3% | +13.9% | +36.4% | +40.0% |
| All | +985.4% | +232.0% | +753.4% | +462.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling