-25.7%
IREN vs GLW
+234.2%
-259.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -3.3% |
| 7D | -16.0% | +7.7% | -23.8% | -21.3% |
| 30D | -40.5% | -18.8% | -21.7% | -28.7% |
| 3M | -59.4% | -27.7% | -31.7% | -47.9% |
| 6M | -67.1% | -44.4% | -22.6% | -52.0% |
| YTD | -51.9% | +31.3% | -83.2% | -73.5% |
| 1Y | -62.7% | +40.0% | -102.7% | -81.0% |
| 3Y | +507.7% | +339.2% | +168.5% | -19.9% |
| All | -25.7% | +234.2% | -259.9% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling