-25.7%
IREN vs GTLB
-60.6%
+34.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.1% |
| 7D | -16.0% | -0.7% | -15.3% | -15.8% |
| 30D | -40.5% | -10.2% | -30.3% | -37.8% |
| 3M | -59.4% | +10.1% | -69.5% | -61.0% |
| 6M | -67.1% | +116.5% | -183.5% | -76.1% |
| YTD | -51.9% | +27.2% | -79.1% | -58.5% |
| 1Y | -62.7% | +8.6% | -71.2% | -66.1% |
| 3Y | +507.7% | +5.6% | +502.1% | +430.1% |
| All | -25.7% | -60.6% | +34.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling