+985.4%
IREN vs GTLB
-12.2%
+997.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +14.6% | -6.6% | +21.1% | +17.0% |
| 30D | +17.1% | +13.7% | +3.4% | +11.8% |
| 3M | -16.0% | +52.9% | -68.9% | -28.1% |
| 6M | +16.8% | +88.5% | -71.7% | -10.3% |
| YTD | +20.1% | +23.4% | -3.3% | +8.7% |
| 1Y | +50.3% | -3.8% | +54.1% | +48.5% |
| All | +985.4% | -12.2% | +997.6% | +978.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling