+91.9%
IREN vs GLW
+385.1%
-293.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.6% | -2.5% | -1.0% |
| 7D | +27.5% | +14.0% | +13.4% | +14.8% |
| 30D | +13.8% | +0.4% | +13.5% | +12.9% |
| 3M | -20.7% | -11.3% | -9.4% | -20.4% |
| 6M | +27.9% | +35.1% | -7.2% | -19.7% |
| YTD | +24.3% | +90.5% | -66.3% | -48.9% |
| 1Y | +79.2% | +132.0% | -52.8% | -41.6% |
| 3Y | +904.9% | +463.3% | +441.6% | +16.7% |
| All | +91.9% | +385.1% | -293.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling