+1,019.0%
IREN vs MAGS
+187.1%
+831.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.5% |
| 7D | +4.8% | -1.8% | +6.6% | +7.6% |
| 30D | +9.8% | +1.1% | +8.7% | +7.4% |
| 3M | -15.3% | +7.7% | -23.0% | -25.1% |
| 6M | +14.5% | +11.7% | +2.8% | -2.6% |
| YTD | +15.5% | +4.9% | +10.7% | +9.8% |
| 1Y | +29.8% | +14.3% | +15.4% | +9.7% |
| 3Y | +834.5% | +128.9% | +705.6% | +215.8% |
| All | +1,019.0% | +187.1% | +831.9% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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