+79.3%
IREN vs GFS
-24.1%
+103.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.9% |
| 7D | -1.9% | +3.8% | -5.8% | -4.3% |
| 30D | +0.4% | -11.7% | +12.1% | +8.7% |
| 3M | -22.7% | -41.8% | +19.1% | +8.4% |
| 6M | +4.4% | +6.6% | -2.2% | -0.3% |
| YTD | +16.0% | +34.6% | -18.6% | -7.8% |
| 1Y | +33.4% | +46.2% | -12.7% | -0.3% |
| 3Y | +948.6% | -20.3% | +968.9% | +1,042.7% |
| All | +79.3% | -24.1% | +103.4% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling