+948.6%
IREN vs GILD
+108.6%
+840.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.9% | -4.8% | +2.9% | -1.6% |
| 30D | +0.4% | +5.8% | -5.4% | 0.0% |
| 3M | -22.7% | +14.9% | -37.6% | -23.7% |
| 6M | +4.4% | -0.4% | +4.8% | +4.7% |
| YTD | +16.0% | +18.5% | -2.5% | +14.3% |
| 1Y | +33.4% | +25.1% | +8.3% | +30.5% |
| 3Y | +948.6% | +105.9% | +842.7% | +765.1% |
| All | +948.6% | +108.6% | +840.0% | +765.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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