-49.1%
IREN vs GDX
-2.7%
-46.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.4% | -2.4% | -5.0% |
| 7D | -19.3% | +11.5% | -30.8% | -23.8% |
| 30D | -43.9% | -3.1% | -40.8% | -40.8% |
| 3M | -49.1% | -4.4% | -44.7% | -45.6% |
| All | -49.1% | -2.7% | -46.4% | -45.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling