-25.7%
IREN vs GS
+157.5%
-183.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -7.1% |
| 7D | -16.0% | +5.9% | -21.9% | -21.9% |
| 30D | -40.5% | +4.3% | -44.8% | -43.3% |
| 3M | -59.4% | -11.7% | -47.7% | -52.7% |
| 6M | -67.1% | -3.2% | -63.9% | -65.1% |
| YTD | -51.9% | +5.8% | -57.7% | -54.1% |
| 1Y | -62.7% | +16.0% | -78.7% | -68.1% |
| 3Y | +507.7% | +199.8% | +307.9% | +87.6% |
| All | -25.7% | +157.5% | -183.2% | -79.8% |
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