+79.3%
IREN vs GPN
-28.1%
+107.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.9% | -4.3% | +2.4% | +0.9% |
| 30D | +0.4% | 0.0% | +0.4% | 0.0% |
| 3M | -22.7% | +35.8% | -58.5% | -40.4% |
| 6M | +4.4% | +22.0% | -17.6% | -14.0% |
| YTD | +16.0% | +15.2% | +0.8% | -4.5% |
| 1Y | +33.4% | +3.5% | +29.9% | +19.6% |
| 3Y | +948.6% | -26.9% | +975.5% | +1,216.8% |
| All | +79.3% | -28.1% | +107.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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