-25.7%
IREN vs GME
-49.9%
+24.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.0% |
| 7D | -16.0% | +2.9% | -18.9% | -16.7% |
| 30D | -40.5% | -4.8% | -35.8% | -39.7% |
| 3M | -59.4% | +39.2% | -98.6% | -62.9% |
| 6M | -67.1% | +17.1% | -84.1% | -68.7% |
| YTD | -51.9% | +28.7% | -80.6% | -55.8% |
| 1Y | -62.7% | +23.3% | -86.0% | -65.4% |
| 3Y | +507.7% | +112.9% | +394.8% | +194.9% |
| All | -25.7% | -49.9% | +24.2% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling