+559.9%
IREN vs GS
+200.2%
+359.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.3% | -8.4% |
| 7D | -19.3% | +1.6% | -20.9% | -21.1% |
| 30D | -43.9% | +1.7% | -45.6% | -44.8% |
| 3M | -49.1% | -11.6% | -37.5% | -40.3% |
| 6M | -67.8% | -1.9% | -65.9% | -66.5% |
| YTD | -47.8% | +5.1% | -52.8% | -50.3% |
| 1Y | -67.2% | +16.4% | -83.6% | -72.6% |
| All | +559.9% | +200.2% | +359.7% | +126.5% |
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