-19.3%
IREN vs M
-4.0%
-15.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.5% | -8.4% | -8.1% |
| 7D | -19.3% | +5.0% | -24.4% | -21.5% |
| 30D | -43.9% | +10.6% | -54.6% | -46.9% |
| 3M | -49.1% | +1.6% | -50.7% | -50.2% |
| 6M | -67.8% | +30.8% | -98.6% | -71.9% |
| YTD | -47.8% | +16.9% | -64.7% | -52.8% |
| 1Y | -67.2% | +26.3% | -93.5% | -71.6% |
| 3Y | +566.6% | +158.6% | +407.9% | +268.5% |
| All | -19.3% | -4.0% | -15.3% | -40.9% |
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