+82.7%
IREN vs GLW
+351.0%
-268.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.7% | +1.6% | +2.8% |
| 7D | +26.0% | +3.8% | +22.3% | +22.5% |
| 30D | +14.9% | -1.3% | +16.2% | +15.7% |
| 3M | -27.8% | -21.8% | -6.0% | -19.1% |
| 6M | +1.9% | +6.9% | -5.0% | -20.0% |
| YTD | +18.3% | +77.2% | -58.9% | -48.4% |
| 1Y | +71.0% | +123.2% | -52.3% | -43.2% |
| 3Y | +882.0% | +400.0% | +482.0% | +27.8% |
| All | +82.7% | +351.0% | -268.2% | -75.2% |
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 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