+948.6%
IREN vs GPN
-27.6%
+976.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.9% | -4.6% | +2.7% | +0.2% |
| 30D | +0.4% | -0.3% | +0.6% | +0.3% |
| 3M | -22.7% | +35.4% | -58.1% | -35.6% |
| 6M | +4.4% | +21.7% | -17.3% | -8.5% |
| YTD | +16.0% | +14.9% | +1.2% | +2.4% |
| 1Y | +33.4% | +3.2% | +30.2% | +27.3% |
| 3Y | +948.6% | -27.1% | +975.7% | +1,696.5% |
| All | +948.6% | -27.6% | +976.2% | +1,696.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling