+82.7%
IREN vs GS
+191.8%
-109.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +26.0% | +0.9% | +25.1% | +24.6% |
| 30D | +14.9% | -1.6% | +16.5% | +17.3% |
| 3M | -27.8% | -4.5% | -23.3% | -22.5% |
| 6M | +1.9% | +20.9% | -19.0% | -17.2% |
| YTD | +18.3% | +19.9% | -1.6% | -3.3% |
| 1Y | +71.0% | +41.4% | +29.6% | +15.4% |
| 3Y | +882.0% | +239.2% | +642.8% | +163.4% |
| All | +82.7% | +191.8% | -109.0% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling