+78.5%
IREN vs GRMN
+106.4%
-27.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +4.8% | -1.8% | +6.6% | +6.0% |
| 30D | +9.8% | -12.1% | +21.9% | +19.6% |
| 3M | -15.3% | +18.0% | -33.3% | -27.3% |
| 6M | +14.5% | +13.7% | +0.8% | +1.4% |
| YTD | +15.5% | +35.3% | -19.8% | -10.7% |
| 1Y | +29.8% | +17.2% | +12.5% | +10.6% |
| 3Y | +834.5% | +179.6% | +654.9% | +208.9% |
| All | +78.5% | +106.4% | -27.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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