+913.2%
IREN vs GD
+68.4%
+844.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.0% | +8.3% |
| 7D | +26.0% | -5.3% | +31.3% | +29.8% |
| 30D | +14.9% | -6.4% | +21.3% | +18.9% |
| 3M | -27.8% | +5.7% | -33.5% | -30.9% |
| 6M | +1.9% | -0.9% | +2.9% | +2.2% |
| YTD | +18.3% | +8.2% | +10.1% | +12.2% |
| 1Y | +71.0% | +13.4% | +57.6% | +57.7% |
| All | +913.2% | +68.4% | +844.8% | +764.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling