-14.8%
IREN vs GPC
+4.3%
-19.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.9% |
| 7D | -4.0% | -2.1% | -1.9% | -3.3% |
| 30D | -40.1% | -4.5% | -35.6% | -39.4% |
| 3M | -47.6% | -7.7% | -39.9% | -46.4% |
| 6M | -62.2% | +24.3% | -86.5% | -67.1% |
| YTD | -44.8% | +3.5% | -48.3% | -48.6% |
| 1Y | -63.7% | +0.7% | -64.4% | -65.9% |
| 3Y | +604.1% | 0.0% | +604.1% | +522.8% |
| All | -14.8% | +4.3% | -19.0% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling