+79.3%
IREN vs GDDY
+33.7%
+45.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.2% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | +0.4% | +6.8% | -6.4% | -3.2% |
| 3M | -22.7% | +30.5% | -53.2% | -36.0% |
| 6M | +4.4% | +13.3% | -8.9% | -9.4% |
| YTD | +16.0% | -21.0% | +37.0% | +25.0% |
| 1Y | +33.4% | -34.0% | +67.4% | +65.4% |
| 3Y | +948.6% | +33.1% | +915.5% | +529.2% |
| All | +79.3% | +33.7% | +45.6% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling