-12.4%
IREN vs GLW
+238.9%
-251.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.3% | -8.5% |
| 7D | -2.8% | -5.9% | +3.1% | +2.8% |
| 30D | -39.2% | -26.0% | -13.2% | -21.8% |
| 3M | -48.1% | -29.9% | -18.2% | -31.9% |
| 6M | -65.0% | -37.8% | -27.3% | -55.3% |
| YTD | -43.3% | +33.1% | -76.4% | -69.2% |
| 1Y | -65.7% | +36.8% | -102.5% | -82.0% |
| 3Y | +620.9% | +356.1% | +264.8% | -9.1% |
| All | -12.4% | +238.9% | -251.3% | -85.2% |
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 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