-11.5%
IREN vs M
-11.7%
+0.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -4.6% | +24.6% | +21.9% |
| 7D | -9.6% | -4.3% | -5.4% | -8.6% |
| 30D | -44.1% | +1.3% | -45.3% | -45.0% |
| 3M | -42.9% | -7.4% | -35.6% | -41.9% |
| 6M | -64.5% | +18.3% | -82.9% | -67.7% |
| YTD | -42.7% | +7.6% | -50.3% | -46.3% |
| 1Y | -67.7% | +17.4% | -85.1% | -71.1% |
| 3Y | +547.9% | +108.4% | +439.5% | +298.2% |
| All | -11.5% | -11.7% | +0.2% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling