+85.6%
IREN vs GFS
-25.8%
+111.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.5% |
| 7D | +14.6% | +4.5% | +10.1% | +11.4% |
| 30D | +17.1% | -8.2% | +25.3% | +24.0% |
| 3M | -16.0% | -38.9% | +22.8% | +14.7% |
| 6M | +16.8% | -2.9% | +19.7% | +17.7% |
| YTD | +20.1% | +31.8% | -11.7% | -3.2% |
| 1Y | +50.3% | +43.1% | +7.2% | +13.7% |
| 3Y | +871.5% | -20.6% | +892.2% | +961.5% |
| All | +85.6% | -25.8% | +111.3% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling