+26.5%
IWM vs IREN
-29.5%
+56.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.2% | -0.1% |
| 7D | +0.3% | -19.3% | +19.6% | +1.7% |
| 30D | +0.6% | -43.9% | +44.5% | +4.7% |
| 3M | -6.2% | -49.1% | +42.8% | -2.0% |
| 6M | -0.8% | -67.8% | +67.0% | +6.2% |
| YTD | +14.8% | -47.8% | +62.5% | +16.5% |
| 1Y | +16.1% | -67.2% | +83.4% | +21.7% |
| 3Y | +71.5% | +566.6% | -495.0% | +29.4% |
| All | +26.5% | -29.5% | +56.1% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling