-65.0%
IREN vs GD
+5.0%
-70.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.2% |
| 7D | +8.0% | +1.9% | +6.2% | +7.5% |
| 30D | -44.0% | +9.2% | -53.2% | -45.2% |
| 3M | -55.4% | -7.5% | -47.9% | -53.1% |
| 6M | -65.6% | +5.8% | -71.3% | -66.6% |
| YTD | -48.4% | +9.8% | -58.2% | -51.1% |
| 1Y | -65.0% | +5.8% | -70.8% | -67.4% |
| All | -65.0% | +5.0% | -70.1% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling