-11.5%
IREN vs GPC
+3.5%
-15.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.3% | +21.3% | +20.5% |
| 7D | -9.6% | +1.6% | -11.2% | -10.3% |
| 30D | -44.1% | -2.1% | -42.0% | -43.9% |
| 3M | -42.9% | -6.8% | -36.1% | -41.8% |
| 6M | -64.5% | +18.6% | -83.1% | -68.4% |
| YTD | -42.7% | +2.7% | -45.4% | -46.5% |
| 1Y | -67.7% | +1.8% | -69.5% | -69.9% |
| 3Y | +547.9% | +1.1% | +546.8% | +467.0% |
| All | -11.5% | +3.5% | -15.0% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling