-62.7%
IREN vs GME
+21.5%
-84.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -6.8% |
| 7D | -16.0% | +2.9% | -18.9% | -16.4% |
| 30D | -40.5% | -4.8% | -35.8% | -40.1% |
| 3M | -59.4% | +39.2% | -98.6% | -60.1% |
| 6M | -67.1% | +17.1% | -84.1% | -67.4% |
| YTD | -51.9% | +28.7% | -80.6% | -52.4% |
| 1Y | -62.7% | +23.3% | -86.0% | -65.0% |
| All | -62.7% | +21.5% | -84.1% | -65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling