-67.4%
IREN vs GDX
+22.9%
-90.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +9.0% | -20.3% | -17.9% |
| 7D | -24.7% | +0.8% | -25.5% | -25.8% |
| 30D | -46.4% | -3.2% | -43.1% | -45.2% |
| 3M | -46.9% | +8.6% | -55.4% | -51.1% |
| 6M | -56.1% | -1.2% | -54.9% | -56.7% |
| YTD | -42.5% | -1.4% | -41.1% | -46.4% |
| 1Y | -67.4% | +24.8% | -92.2% | -78.6% |
| All | -67.4% | +22.9% | -90.3% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling