-25.7%
IREN vs GAP
+2.4%
-28.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | -16.0% | -1.9% | -14.1% | -15.4% |
| 30D | -40.5% | -7.1% | -33.5% | -39.3% |
| 3M | -59.4% | +4.1% | -63.5% | -61.3% |
| 6M | -67.1% | +1.9% | -69.0% | -68.9% |
| YTD | -51.9% | -15.2% | -36.7% | -51.5% |
| 1Y | -62.7% | -10.6% | -52.0% | -63.5% |
| 3Y | +507.7% | +74.6% | +433.1% | +297.6% |
| All | -25.7% | +2.4% | -28.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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