+78.5%
IREN vs WU
-41.0%
+119.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | +4.8% | -5.0% | +9.7% | +6.9% |
| 30D | +9.8% | -2.3% | +12.1% | +10.6% |
| 3M | -15.3% | -3.2% | -12.1% | -17.6% |
| 6M | +14.5% | -25.0% | +39.5% | +26.7% |
| YTD | +15.5% | -21.7% | +37.2% | +22.3% |
| 1Y | +29.8% | -9.0% | +38.7% | +23.0% |
| 3Y | +834.5% | -28.9% | +863.4% | +888.6% |
| All | +78.5% | -41.0% | +119.5% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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