+91.9%
IREN vs M
-14.8%
+106.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +6.1% |
| 7D | +27.5% | +2.4% | +25.1% | +26.2% |
| 30D | +13.8% | -11.6% | +25.4% | +19.7% |
| 3M | -20.7% | +1.6% | -22.3% | -21.8% |
| 6M | +27.9% | +25.2% | +2.7% | +15.1% |
| YTD | +24.3% | +3.8% | +20.5% | +19.8% |
| 1Y | +79.2% | +36.3% | +42.8% | +51.9% |
| 3Y | +904.9% | +116.3% | +788.6% | +514.2% |
| All | +91.9% | -14.8% | +106.8% | +49.8% |
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