+79.3%
IREN vs IAU
+130.4%
-51.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.1% |
| 7D | -1.9% | -2.0% | +0.1% | -0.1% |
| 30D | +0.4% | -1.5% | +1.9% | +2.1% |
| 3M | -22.7% | +3.3% | -26.0% | -24.6% |
| 6M | +4.4% | -16.2% | +20.6% | +22.4% |
| YTD | +16.0% | +0.7% | +15.4% | +18.8% |
| 1Y | +33.4% | +19.2% | +14.2% | +19.6% |
| 3Y | +948.6% | +124.4% | +824.1% | +397.1% |
| All | +79.3% | +130.4% | -51.2% | -25.5% |
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