+79.3%
IREN vs WULF
-53.1%
+132.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.3% |
| 7D | -1.9% | +1.4% | -3.3% | -2.6% |
| 30D | +0.4% | -2.6% | +3.0% | +1.2% |
| 3M | -22.7% | -34.0% | +11.3% | -4.5% |
| 6M | +4.4% | +10.0% | -5.6% | +3.3% |
| YTD | +16.0% | +45.7% | -29.6% | +2.6% |
| 1Y | +33.4% | +57.3% | -23.9% | +14.3% |
| 3Y | +948.6% | +878.9% | +69.6% | +287.1% |
| All | +79.3% | -53.1% | +132.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling