-20.3%
IREN vs IAU
+105.3%
-125.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -4.0% |
| 7D | +8.0% | -5.5% | +13.5% | +13.8% |
| 30D | -44.0% | -7.0% | -37.0% | -40.2% |
| 3M | -55.4% | -12.3% | -43.1% | -49.5% |
| 6M | -65.6% | -17.9% | -47.6% | -58.5% |
| YTD | -48.4% | -10.3% | -38.1% | -41.2% |
| 1Y | -65.0% | -7.9% | -57.1% | -60.9% |
| 3Y | +558.1% | +98.7% | +459.4% | +249.2% |
| All | -20.3% | +105.3% | -125.6% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling