+78.5%
IREN vs GFI
+379.7%
-301.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.1% |
| 7D | +4.8% | -5.1% | +9.9% | +6.2% |
| 30D | +9.8% | +13.4% | -3.6% | +6.4% |
| 3M | -15.3% | +36.2% | -51.5% | -21.8% |
| 6M | +14.5% | -9.8% | +24.3% | +16.0% |
| YTD | +15.5% | +7.7% | +7.9% | +13.6% |
| 1Y | +29.8% | +27.2% | +2.6% | +22.8% |
| 3Y | +834.5% | +300.3% | +534.2% | +578.8% |
| All | +78.5% | +379.7% | -301.2% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling