+732.0%
IREN vs GEV
+722.5%
+9.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +26.0% | +3.3% | +22.7% | +23.0% |
| 30D | +14.9% | -7.5% | +22.4% | +22.2% |
| 3M | -27.8% | -2.2% | -25.6% | -26.1% |
| 6M | +1.9% | +12.1% | -10.2% | -4.6% |
| YTD | +18.3% | +44.4% | -26.1% | -5.8% |
| 1Y | +71.0% | +57.7% | +13.3% | +25.0% |
| All | +732.0% | +722.5% | +9.5% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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