+85.6%
IREN vs GPN
-29.3%
+114.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.5% |
| 7D | +14.6% | -6.2% | +20.8% | +19.6% |
| 30D | +17.1% | +1.0% | +16.1% | +16.0% |
| 3M | -16.0% | +36.9% | -52.9% | -35.5% |
| 6M | +16.8% | +16.8% | 0.0% | -0.6% |
| YTD | +20.1% | +13.2% | +6.9% | +0.1% |
| 1Y | +50.3% | +1.4% | +48.8% | +36.4% |
| 3Y | +871.5% | -28.6% | +900.2% | +1,144.7% |
| All | +85.6% | -29.3% | +114.9% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling