+91.9%
IREN vs GTLB
-61.0%
+153.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.4% | +10.4% | +7.0% |
| 7D | +27.5% | +4.6% | +22.9% | +25.2% |
| 30D | +13.8% | +21.0% | -7.2% | +5.5% |
| 3M | -20.7% | +51.7% | -72.4% | -33.1% |
| 6M | +27.9% | +89.3% | -61.4% | -4.3% |
| YTD | +24.3% | +25.6% | -1.4% | +7.7% |
| 1Y | +79.2% | -1.5% | +80.7% | +67.2% |
| 3Y | +904.9% | -9.9% | +914.9% | +834.7% |
| All | +91.9% | -61.0% | +153.0% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling