-26.3%
IREN vs GS
+144.1%
-170.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -6.4% | -10.6% | -9.2% |
| 7D | -31.3% | -6.3% | -25.0% | -25.3% |
| 30D | -56.3% | -3.1% | -53.2% | -54.1% |
| 3M | -53.6% | -17.7% | -36.0% | -40.9% |
| 6M | -67.1% | -4.6% | -62.5% | -64.3% |
| YTD | -52.3% | +0.3% | -52.6% | -51.3% |
| 1Y | -76.4% | +11.7% | -88.1% | -78.8% |
| 3Y | +416.6% | +183.6% | +233.1% | +71.2% |
| All | -26.3% | +144.1% | -170.4% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling