+566.6%
IREN vs GDX
+227.6%
+339.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.4% | -2.4% | -4.6% |
| 7D | -19.3% | +11.5% | -30.8% | -25.1% |
| 30D | -43.9% | -3.1% | -40.8% | -43.0% |
| 3M | -49.1% | -4.4% | -44.7% | -47.9% |
| 6M | -67.8% | -8.6% | -59.2% | -66.5% |
| YTD | -47.8% | +0.8% | -48.6% | -47.7% |
| 1Y | -67.2% | +14.7% | -81.9% | -69.0% |
| 3Y | +566.6% | +228.8% | +337.8% | +247.5% |
| All | +566.6% | +227.6% | +339.0% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling