+91.9%
IREN vs GM
+41.3%
+50.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +6.9% |
| 7D | +27.5% | +0.4% | +27.1% | +26.9% |
| 30D | +13.8% | -1.8% | +15.7% | +14.9% |
| 3M | -20.7% | +2.6% | -23.3% | -23.6% |
| 6M | +27.9% | +14.6% | +13.3% | +14.0% |
| YTD | +24.3% | +6.2% | +18.1% | +18.2% |
| 1Y | +79.2% | +48.7% | +30.5% | +24.7% |
| 3Y | +904.9% | +168.3% | +736.6% | +291.3% |
| All | +91.9% | +41.3% | +50.6% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling