+897.3%
IREN vs M
+123.1%
+774.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.4% |
| 7D | +26.0% | +4.7% | +21.3% | +24.1% |
| 30D | +14.9% | -9.6% | +24.5% | +19.0% |
| 3M | -27.8% | +0.9% | -28.6% | -28.2% |
| 6M | +1.9% | +22.3% | -20.4% | -5.5% |
| YTD | +18.3% | +6.5% | +11.8% | +13.8% |
| 1Y | +71.0% | +38.8% | +32.2% | +48.5% |
| All | +897.3% | +123.1% | +774.3% | +477.1% |
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