-25.7%
IREN vs GDX
+152.2%
-177.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -16.0% | -6.8% | -9.2% | -11.9% |
| 30D | -40.5% | -2.1% | -38.4% | -40.2% |
| 3M | -59.4% | -7.5% | -51.9% | -57.6% |
| 6M | -67.1% | -15.2% | -51.9% | -63.7% |
| YTD | -51.9% | -4.8% | -47.1% | -51.0% |
| 1Y | -62.7% | +6.7% | -69.4% | -64.7% |
| 3Y | +507.7% | +212.7% | +295.0% | +144.0% |
| All | -25.7% | +152.2% | -177.9% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling