+33.4%
IREN vs GDX
+43.3%
-9.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -0.5% |
| 30D | +0.4% | +6.8% | -6.4% | -4.1% |
| 3M | -22.7% | +24.9% | -47.6% | -34.0% |
| 6M | +4.4% | -4.2% | +8.6% | +5.0% |
| YTD | +16.0% | +13.2% | +2.8% | +10.5% |
| 1Y | +33.4% | +40.2% | -6.8% | +29.7% |
| All | +33.4% | +43.3% | -9.9% | +29.7% |
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