-20.3%
IREN vs M
-6.9%
-13.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.7% |
| 7D | +8.0% | +0.6% | +7.5% | +7.2% |
| 30D | -44.0% | +7.0% | -51.0% | -46.2% |
| 3M | -55.4% | +3.1% | -58.5% | -56.6% |
| 6M | -65.6% | +33.5% | -99.1% | -70.3% |
| YTD | -48.4% | +13.4% | -61.8% | -52.8% |
| 1Y | -65.0% | +22.4% | -87.5% | -69.3% |
| 3Y | +558.1% | +150.9% | +407.2% | +268.4% |
| All | -20.3% | -6.9% | -13.4% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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