-25.7%
IREN vs IAU
+105.5%
-131.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | -4.6% | -11.5% | -12.2% |
| 30D | -40.5% | -5.4% | -35.1% | -37.6% |
| 3M | -59.4% | -10.9% | -48.5% | -54.7% |
| 6M | -67.1% | -17.4% | -49.7% | -60.6% |
| YTD | -51.9% | -10.2% | -41.7% | -45.3% |
| 1Y | -62.7% | -7.1% | -55.6% | -58.6% |
| 3Y | +507.7% | +97.7% | +410.0% | +224.0% |
| All | -25.7% | +105.5% | -131.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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