+944.0%
IREN vs GM
+168.3%
+775.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -5.9% |
| 7D | +4.8% | -1.1% | +5.8% | +5.4% |
| 30D | +9.8% | -3.4% | +13.2% | +12.0% |
| 3M | -15.3% | +8.7% | -24.0% | -21.9% |
| 6M | +14.5% | +15.4% | -0.9% | +2.4% |
| YTD | +15.5% | +6.6% | +8.9% | +9.7% |
| 1Y | +29.8% | +51.5% | -21.7% | -6.7% |
| All | +944.0% | +168.3% | +775.7% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 3y: compounded portfolio wealth divided by compounded GM 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…
3y analysis · Full analysis span regression · 6 months rolling