+25.2%
IWM vs IREN
-35.1%
+60.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.2% |
| 7D | +1.4% | -16.0% | +17.4% | +2.8% |
| 30D | +2.3% | -40.5% | +42.8% | +5.9% |
| 3M | -8.3% | -59.4% | +51.1% | -2.4% |
| 6M | -1.3% | -67.1% | +65.7% | +5.4% |
| YTD | +13.5% | -51.9% | +65.4% | +15.9% |
| 1Y | +18.4% | -62.7% | +81.1% | +22.8% |
| 3Y | +69.6% | +507.7% | -438.1% | +28.9% |
| All | +25.2% | -35.1% | +60.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 IREN 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