+91.9%
IREN vs GLD
+129.4%
-37.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.8% | +6.6% |
| 7D | +27.5% | +0.7% | +26.7% | +26.5% |
| 30D | +13.8% | +0.3% | +13.5% | +13.8% |
| 3M | -20.7% | +0.6% | -21.3% | -20.6% |
| 6M | +27.9% | -15.6% | +43.5% | +48.5% |
| YTD | +24.3% | +0.9% | +23.4% | +27.1% |
| 1Y | +79.2% | +19.4% | +59.8% | +60.9% |
| 3Y | +904.9% | +124.5% | +780.5% | +381.9% |
| All | +91.9% | +129.4% | -37.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling