+904.9%
IREN vs GEHC
+1.8%
+903.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.1% | +6.0% |
| 7D | +27.5% | -5.2% | +32.6% | +29.5% |
| 30D | +13.8% | -7.0% | +20.8% | +16.4% |
| 3M | -20.7% | +3.3% | -24.0% | -23.3% |
| 6M | +27.9% | -10.0% | +37.9% | +31.4% |
| YTD | +24.3% | -18.5% | +42.7% | +32.1% |
| 1Y | +79.2% | -14.4% | +93.6% | +85.3% |
| 3Y | +904.9% | +3.4% | +901.5% | +791.7% |
| All | +904.9% | +1.8% | +903.1% | +791.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling