-14.8%
IREN vs GLW
+252.1%
-266.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.4% | -1.8% | -0.3% |
| 7D | -4.0% | +1.4% | -5.4% | -4.7% |
| 30D | -40.1% | -18.2% | -21.9% | -28.6% |
| 3M | -47.6% | -24.2% | -23.4% | -35.4% |
| 6M | -62.2% | -41.7% | -20.5% | -47.3% |
| YTD | -44.8% | +38.3% | -83.1% | -70.9% |
| 1Y | -63.7% | +38.2% | -101.9% | -80.8% |
| 3Y | +604.1% | +363.4% | +240.7% | -11.3% |
| All | -14.8% | +252.1% | -266.8% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling