-25.7%
IREN vs WU
-40.3%
+14.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -7.1% |
| 7D | -16.0% | -2.0% | -14.0% | -15.6% |
| 30D | -40.5% | +11.4% | -51.9% | -43.6% |
| 3M | -59.4% | -6.8% | -52.6% | -58.9% |
| 6M | -67.1% | -14.6% | -52.4% | -66.3% |
| YTD | -51.9% | -20.6% | -31.3% | -50.1% |
| 1Y | -62.7% | -15.4% | -47.3% | -62.9% |
| 3Y | +507.7% | -23.6% | +531.3% | +495.6% |
| All | -25.7% | -40.3% | +14.6% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling