+85.6%
IREN vs GDX
+207.3%
-121.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.1% |
| 7D | +14.6% | +1.9% | +12.7% | +12.9% |
| 30D | +17.1% | +9.9% | +7.2% | +9.6% |
| 3M | -16.0% | +28.2% | -44.2% | -29.4% |
| 6M | +16.8% | -2.9% | +19.7% | +17.3% |
| YTD | +20.1% | +16.0% | +4.1% | +7.8% |
| 1Y | +50.3% | +49.9% | +0.4% | +11.8% |
| 3Y | +871.5% | +263.6% | +608.0% | +256.3% |
| All | +85.6% | +207.3% | -121.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling