-61.2%
IREN vs GLW
-40.0%
-21.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.3% | -6.9% |
| 7D | -2.8% | -5.9% | +3.1% | +1.7% |
| 30D | -39.2% | -26.0% | -13.2% | -26.7% |
| 3M | -48.1% | -29.9% | -18.2% | -36.3% |
| All | -61.2% | -40.0% | -21.2% | -50.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling