-67.4%
IREN vs GFS
+15.5%
-82.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -5.9% | -5.3% | -7.4% |
| 7D | -24.7% | -12.5% | -12.2% | -17.5% |
| 30D | -46.4% | -16.9% | -29.4% | -39.6% |
| 3M | -46.9% | -22.3% | -24.6% | -37.6% |
| 6M | -56.1% | -40.2% | -15.9% | -42.0% |
| YTD | -42.5% | +16.0% | -58.5% | -51.8% |
| 1Y | -67.4% | +17.7% | -85.1% | -73.6% |
| All | -67.4% | +15.5% | -82.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling