+507.7%
IREN vs GSK
+64.4%
+443.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.9% |
| 7D | -16.0% | +0.2% | -16.3% | -15.9% |
| 30D | -40.5% | +5.4% | -45.9% | -38.7% |
| 3M | -59.4% | +0.9% | -60.3% | -58.7% |
| 6M | -67.1% | +0.7% | -67.8% | -66.2% |
| YTD | -51.9% | +5.6% | -57.5% | -49.3% |
| 1Y | -62.7% | +8.5% | -71.2% | -60.3% |
| 3Y | +507.7% | +63.8% | +443.9% | +582.5% |
| All | +507.7% | +64.4% | +443.3% | +582.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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