-12.4%
IREN vs GD
+102.2%
-114.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.3% | -2.2% |
| 7D | -2.8% | -3.0% | +0.3% | -1.0% |
| 30D | -39.2% | +9.3% | -48.5% | -42.0% |
| 3M | -48.1% | -7.2% | -40.9% | -46.2% |
| 6M | -65.0% | +5.5% | -70.5% | -66.5% |
| YTD | -43.3% | +9.5% | -52.8% | -46.6% |
| 1Y | -65.7% | +6.4% | -72.1% | -67.2% |
| 3Y | +620.9% | +59.8% | +561.0% | +468.9% |
| All | -12.4% | +102.2% | -114.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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