+85.6%
IREN vs GNRC
-57.5%
+143.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.0% |
| 7D | +14.6% | +3.2% | +11.4% | +12.3% |
| 30D | +17.1% | -9.5% | +26.6% | +25.9% |
| 3M | -16.0% | -28.5% | +12.5% | +5.3% |
| 6M | +16.8% | -10.0% | +26.8% | +23.5% |
| YTD | +20.1% | +36.7% | -16.6% | -6.6% |
| 1Y | +50.3% | +2.6% | +47.7% | +39.9% |
| 3Y | +871.5% | +61.9% | +809.6% | +535.1% |
| All | +85.6% | -57.5% | +143.1% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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