+79.3%
IREN vs GM
+41.1%
+38.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.9% |
| 7D | -1.9% | -2.4% | +0.5% | -0.1% |
| 30D | +0.4% | -1.1% | +1.5% | +0.8% |
| 3M | -22.7% | +6.1% | -28.8% | -27.8% |
| 6M | +4.4% | +15.0% | -10.6% | -7.3% |
| YTD | +16.0% | +6.0% | +10.1% | +10.4% |
| 1Y | +33.4% | +47.1% | -13.7% | -6.2% |
| 3Y | +948.6% | +170.5% | +778.1% | +304.4% |
| All | +79.3% | +41.1% | +38.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling