-26.3%
IREN vs GD
+99.0%
-125.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.3% | -14.6% | -15.8% |
| 7D | -31.3% | -3.9% | -27.4% | -29.7% |
| 30D | -56.3% | +8.1% | -64.4% | -58.1% |
| 3M | -53.6% | -6.8% | -46.9% | -52.1% |
| 6M | -67.1% | +3.0% | -70.1% | -68.0% |
| YTD | -52.3% | +7.8% | -60.0% | -54.6% |
| 1Y | -76.4% | +5.8% | -82.2% | -77.4% |
| 3Y | +416.6% | +55.3% | +361.3% | +313.5% |
| All | -26.3% | +99.0% | -125.2% | -38.1% |
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 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