-25.7%
IREN vs WSM
+151.4%
-177.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.6% |
| 7D | -16.0% | 0.0% | -16.0% | -16.1% |
| 30D | -40.5% | +5.1% | -45.6% | -43.0% |
| 3M | -59.4% | +5.1% | -64.5% | -61.2% |
| 6M | -67.1% | +48.6% | -115.7% | -74.7% |
| YTD | -51.9% | +44.2% | -96.1% | -62.2% |
| 1Y | -62.7% | +38.1% | -100.7% | -69.9% |
| 3Y | +507.7% | +257.2% | +250.5% | +119.0% |
| All | -25.7% | +151.4% | -177.1% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling