+82.7%
IREN vs GME
-62.9%
+145.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +7.4% |
| 7D | +26.0% | +7.2% | +18.8% | +23.8% |
| 30D | +14.9% | +0.8% | +14.1% | +14.8% |
| 3M | -27.8% | -14.0% | -13.8% | -25.2% |
| 6M | +1.9% | -19.7% | +21.6% | +7.2% |
| YTD | +18.3% | -4.6% | +22.9% | +18.0% |
| 1Y | +71.0% | -14.3% | +85.3% | +74.9% |
| 3Y | +882.0% | +4.0% | +878.0% | +522.6% |
| All | +82.7% | -62.9% | +145.6% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling