+507.7%
IREN vs M
+158.0%
+349.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.2% |
| 7D | -16.0% | +7.0% | -23.1% | -17.8% |
| 30D | -40.5% | +8.9% | -49.4% | -42.5% |
| 3M | -59.4% | +4.5% | -63.9% | -60.3% |
| 6M | -67.1% | +36.2% | -103.3% | -70.6% |
| YTD | -51.9% | +15.1% | -67.0% | -55.0% |
| 1Y | -62.7% | +27.4% | -90.1% | -66.4% |
| 3Y | +507.7% | +160.1% | +347.5% | +559.7% |
| All | +507.7% | +158.0% | +349.7% | +559.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling