-67.4%
IREN vs GLW
+40.1%
-107.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -5.8% | -5.4% | -7.7% |
| 7D | -24.7% | -9.5% | -15.2% | -19.6% |
| 30D | -46.4% | -25.5% | -20.9% | -35.7% |
| 3M | -46.9% | -25.6% | -21.3% | -37.0% |
| 6M | -56.1% | -25.5% | -30.6% | -52.8% |
| YTD | -42.5% | +36.4% | -78.9% | -64.8% |
| 1Y | -67.4% | +40.6% | -108.0% | -81.2% |
| All | -67.4% | +40.1% | -107.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling