+78.5%
IREN vs WSM
+120.7%
-42.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -2.8% |
| 7D | +4.8% | +0.4% | +4.3% | +4.6% |
| 30D | +9.8% | -10.7% | +20.5% | +17.1% |
| 3M | -15.3% | +8.5% | -23.8% | -20.3% |
| 6M | +14.5% | +19.6% | -5.2% | +1.7% |
| YTD | +15.5% | +26.6% | -11.1% | -0.5% |
| 1Y | +29.8% | +12.0% | +17.8% | +19.6% |
| 3Y | +834.5% | +226.6% | +607.8% | +257.1% |
| All | +78.5% | +120.7% | -42.2% | -23.3% |
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