+944.0%
IREN vs GFS
-21.4%
+965.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +4.8% | +3.2% | +1.6% | +2.5% |
| 30D | +9.8% | -9.6% | +19.3% | +17.8% |
| 3M | -15.3% | -38.5% | +23.2% | +16.8% |
| 6M | +14.5% | -1.3% | +15.8% | +13.3% |
| YTD | +15.5% | +31.8% | -16.3% | -10.2% |
| 1Y | +29.8% | +44.6% | -14.8% | -6.9% |
| All | +944.0% | -21.4% | +965.4% | +1,401.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling