+79.3%
IREN vs GME
-59.0%
+138.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.5% |
| 7D | -1.9% | +10.4% | -12.3% | -4.6% |
| 30D | +0.4% | +14.1% | -13.7% | -3.1% |
| 3M | -22.7% | -4.6% | -18.1% | -22.3% |
| 6M | +4.4% | -13.5% | +17.9% | +7.6% |
| YTD | +16.0% | +5.3% | +10.7% | +12.6% |
| 1Y | +33.4% | -14.9% | +48.3% | +36.4% |
| 3Y | +948.6% | +24.3% | +924.3% | +526.2% |
| All | +79.3% | -59.0% | +138.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling