-25.7%
IREN vs GD
+103.0%
-128.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | +2.7% | -18.7% | -17.2% |
| 30D | -40.5% | +8.6% | -49.1% | -43.1% |
| 3M | -59.4% | -7.1% | -52.3% | -58.0% |
| 6M | -67.1% | +7.5% | -74.5% | -68.8% |
| YTD | -51.9% | +9.9% | -61.8% | -54.8% |
| 1Y | -62.7% | +7.6% | -70.2% | -64.5% |
| 3Y | +507.7% | +56.2% | +451.5% | +383.8% |
| All | -25.7% | +103.0% | -128.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling