-67.4%
IREN vs WULF
-22.8%
-44.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -6.6% | -4.6% | -5.5% |
| 7D | -24.7% | -12.8% | -11.9% | -14.8% |
| 30D | -46.4% | -20.9% | -25.5% | -34.3% |
| 3M | -46.9% | -38.0% | -8.8% | -21.5% |
| 6M | -56.1% | -47.5% | -8.6% | -23.6% |
| YTD | -42.5% | +1.8% | -44.3% | -43.3% |
| 1Y | -67.4% | -22.1% | -45.4% | -60.8% |
| All | -67.4% | -22.8% | -44.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling