+948.6%
IREN vs GFI
+287.6%
+660.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -1.9% | -4.9% | +2.9% | -0.6% |
| 30D | +0.4% | +10.7% | -10.4% | -2.1% |
| 3M | -22.7% | +25.6% | -48.3% | -27.3% |
| 6M | +4.4% | -8.3% | +12.7% | +5.0% |
| YTD | +16.0% | +6.3% | +9.7% | +15.5% |
| 1Y | +33.4% | +22.1% | +11.3% | +30.2% |
| 3Y | +948.6% | +289.2% | +659.4% | +855.0% |
| All | +948.6% | +287.6% | +660.9% | +855.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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