-20.3%
IREN vs WWD
+199.1%
-219.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.6% | -5.1% |
| 7D | +8.0% | +8.2% | -0.1% | +2.3% |
| 30D | -44.0% | -0.2% | -43.8% | -43.4% |
| 3M | -55.4% | -8.4% | -47.0% | -52.2% |
| 6M | -65.6% | -9.5% | -56.0% | -63.4% |
| YTD | -48.4% | +10.1% | -58.5% | -53.0% |
| 1Y | -65.0% | +21.6% | -86.6% | -70.6% |
| 3Y | +558.1% | +149.6% | +408.5% | +200.6% |
| All | -20.3% | +199.1% | -219.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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