+547.9%
IREN vs GS
+183.4%
+364.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.5% |
| 7D | -9.6% | -3.2% | -6.4% | -5.7% |
| 30D | -44.1% | -2.4% | -41.7% | -41.7% |
| 3M | -42.9% | -15.7% | -27.2% | -28.5% |
| 6M | -64.5% | -6.8% | -57.7% | -60.4% |
| YTD | -42.7% | -0.1% | -42.6% | -41.6% |
| 1Y | -67.7% | +12.1% | -79.8% | -71.5% |
| 3Y | +547.9% | +185.8% | +362.1% | +125.9% |
| All | +547.9% | +183.4% | +364.5% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling