+948.6%
IREN vs GDDY
+30.8%
+917.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.3% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | +0.4% | +6.8% | -6.4% | -0.4% |
| 3M | -22.7% | +30.5% | -53.2% | -27.9% |
| 6M | +4.4% | +13.3% | -8.9% | -0.3% |
| YTD | +16.0% | -21.0% | +37.0% | +29.4% |
| 1Y | +33.4% | -34.0% | +67.4% | +65.6% |
| 3Y | +948.6% | +33.1% | +915.5% | +635.4% |
| All | +948.6% | +30.8% | +917.8% | +635.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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