+71.0%
IREN vs GFS
+37.2%
+33.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.7% | +6.4% |
| 7D | +26.0% | +1.0% | +25.0% | +25.4% |
| 30D | +14.9% | -8.6% | +23.5% | +21.6% |
| 3M | -27.8% | -46.5% | +18.8% | -1.7% |
| 6M | +1.9% | -4.8% | +6.7% | +9.9% |
| YTD | +18.3% | +29.7% | -11.4% | +12.6% |
| 1Y | +71.0% | +35.8% | +35.2% | +74.9% |
| All | +71.0% | +37.2% | +33.8% | +74.9% |
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