+85.6%
IREN vs GLW
+392.4%
-306.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -4.5% |
| 7D | +14.6% | +16.9% | -2.3% | +1.2% |
| 30D | +17.1% | +7.0% | +10.1% | +10.2% |
| 3M | -16.0% | -3.0% | -13.0% | -22.2% |
| 6M | +16.8% | +31.0% | -14.2% | -24.1% |
| YTD | +20.1% | +93.4% | -73.3% | -51.2% |
| 1Y | +50.3% | +134.7% | -84.5% | -51.5% |
| 3Y | +871.5% | +471.8% | +399.7% | +11.4% |
| All | +85.6% | +392.4% | -306.8% | -76.5% |
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