-14.8%
IREN vs MA
+89.3%
-104.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.4% |
| 7D | -4.0% | -1.8% | -2.2% | -2.5% |
| 30D | -40.1% | +11.0% | -51.1% | -45.3% |
| 3M | -47.6% | +17.9% | -65.4% | -54.8% |
| 6M | -62.2% | +33.2% | -95.4% | -71.4% |
| YTD | -44.8% | +16.5% | -61.3% | -54.2% |
| 1Y | -63.7% | +19.1% | -82.8% | -70.8% |
| 3Y | +604.1% | +70.6% | +533.5% | +265.1% |
| All | -14.8% | +89.3% | -104.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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