-19.3%
IREN vs GDX
+167.2%
-186.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.4% | -2.4% | -4.2% |
| 7D | -19.3% | +11.5% | -30.8% | -25.9% |
| 30D | -43.9% | -3.1% | -40.8% | -43.1% |
| 3M | -49.1% | -4.4% | -44.7% | -48.0% |
| 6M | -67.8% | -8.6% | -59.2% | -66.4% |
| YTD | -47.8% | +0.8% | -48.6% | -48.9% |
| 1Y | -67.2% | +14.7% | -81.9% | -70.4% |
| 3Y | +566.6% | +228.8% | +337.8% | +159.0% |
| All | -19.3% | +167.2% | -186.5% | -65.9% |
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