+3,206.1%
IREN vs GEHC
+2.6%
+3,203.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.3% |
| 7D | +4.8% | -7.9% | +12.6% | +7.5% |
| 30D | +9.8% | -11.7% | +21.5% | +14.3% |
| 3M | -15.3% | +0.8% | -16.1% | -17.4% |
| 6M | +14.5% | -11.6% | +26.1% | +17.9% |
| YTD | +15.5% | -21.6% | +37.1% | +23.9% |
| 1Y | +29.8% | -15.3% | +45.1% | +34.3% |
| 3Y | +834.5% | -0.5% | +835.0% | +794.8% |
| All | +3,206.1% | +2.6% | +3,203.5% | +2,942.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling