+566.6%
IREN vs GD
+61.5%
+505.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.5% | -9.3% | -8.6% |
| 7D | -19.3% | -1.9% | -17.5% | -18.3% |
| 30D | -43.9% | +10.9% | -54.9% | -47.3% |
| 3M | -49.1% | -6.8% | -42.3% | -46.9% |
| 6M | -67.8% | +7.0% | -74.8% | -69.6% |
| YTD | -47.8% | +11.1% | -58.9% | -51.7% |
| 1Y | -67.2% | +7.0% | -74.2% | -68.8% |
| 3Y | +566.6% | +59.9% | +506.6% | +455.2% |
| All | +566.6% | +61.5% | +505.0% | +455.2% |
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