-14.8%
IREN vs GS
+160.3%
-175.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +3.4% |
| 7D | -4.0% | -0.1% | -3.9% | -3.3% |
| 30D | -40.1% | +3.7% | -43.8% | -42.3% |
| 3M | -47.6% | -10.0% | -37.6% | -40.3% |
| 6M | -62.2% | -1.0% | -61.2% | -61.1% |
| YTD | -44.8% | +7.0% | -51.8% | -48.1% |
| 1Y | -63.7% | +16.6% | -80.3% | -69.1% |
| 3Y | +604.1% | +204.4% | +399.6% | +113.3% |
| All | -14.8% | +160.3% | -175.1% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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