+632.4%
WDC vs IREN
-30.4%
+662.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.9% | +0.3% |
| 7D | +16.3% | +8.0% | +8.2% | +14.5% |
| 30D | -18.3% | -44.0% | +25.8% | -11.5% |
| 3M | -31.4% | -55.4% | +23.9% | -23.7% |
| 6M | -36.3% | -65.6% | +29.3% | -27.4% |
| YTD | +80.8% | -48.4% | +129.3% | +94.4% |
| 1Y | +87.7% | -65.0% | +152.7% | +109.2% |
| 3Y | +819.4% | +558.1% | +261.3% | +591.7% |
| All | +632.4% | -30.4% | +662.9% | +480.0% |
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