-25.7%
IREN vs GRMN
+115.4%
-141.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.1% |
| 7D | -16.0% | -0.9% | -15.1% | -15.4% |
| 30D | -40.5% | +1.2% | -41.7% | -41.6% |
| 3M | -59.4% | -8.9% | -50.5% | -57.4% |
| 6M | -67.1% | +23.0% | -90.1% | -72.8% |
| YTD | -51.9% | +41.2% | -93.1% | -64.4% |
| 1Y | -62.7% | +47.5% | -110.1% | -73.3% |
| 3Y | +507.7% | +155.8% | +351.9% | +128.3% |
| All | -25.7% | +115.4% | -141.1% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling