-19.3%
IREN vs GPC
+5.1%
-24.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.6% |
| 7D | -19.3% | +0.4% | -19.7% | -19.5% |
| 30D | -43.9% | -1.8% | -42.1% | -43.8% |
| 3M | -49.1% | -6.6% | -42.5% | -48.1% |
| 6M | -67.8% | +21.3% | -89.1% | -71.6% |
| YTD | -47.8% | +4.3% | -52.0% | -51.5% |
| 1Y | -67.2% | +3.3% | -70.5% | -69.6% |
| 3Y | +566.6% | +0.8% | +565.8% | +488.2% |
| All | -19.3% | +5.1% | -24.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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