+913.2%
IREN vs GLDM
+128.8%
+784.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +8.1% |
| 7D | +26.0% | -0.5% | +26.6% | +26.6% |
| 30D | +14.9% | +4.4% | +10.5% | +11.3% |
| 3M | -27.8% | -1.1% | -26.7% | -26.6% |
| 6M | +1.9% | -13.7% | +15.6% | +14.5% |
| YTD | +18.3% | +2.8% | +15.5% | +21.4% |
| 1Y | +71.0% | +24.8% | +46.1% | +58.3% |
| All | +913.2% | +128.8% | +784.4% | +471.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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