+29.8%
IREN vs GTLB
-1.8%
+31.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -3.7% |
| 7D | +4.8% | -4.1% | +8.9% | +4.6% |
| 30D | +9.8% | +12.3% | -2.5% | +10.6% |
| 3M | -15.3% | +65.9% | -81.2% | -11.5% |
| 6M | +14.5% | +104.0% | -89.5% | +22.2% |
| YTD | +15.5% | +26.0% | -10.5% | +19.2% |
| 1Y | +29.8% | -3.5% | +33.3% | +34.2% |
| All | +29.8% | -1.8% | +31.6% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling