+91.9%
IREN vs GDXJ
+190.9%
-99.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.8% |
| 7D | +27.5% | +4.3% | +23.2% | +23.8% |
| 30D | +13.8% | +8.4% | +5.4% | +7.6% |
| 3M | -20.7% | +25.5% | -46.2% | -32.3% |
| 6M | +27.9% | -6.3% | +34.2% | +31.0% |
| YTD | +24.3% | +12.1% | +12.2% | +13.0% |
| 1Y | +79.2% | +51.1% | +28.1% | +30.3% |
| 3Y | +904.9% | +296.1% | +608.9% | +239.2% |
| All | +91.9% | +190.9% | -99.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 all: compounded portfolio wealth divided by compounded GDXJ 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…
all analysis · Full analysis span regression · 6 months rolling