+507.7%
IREN vs MAGS
+122.1%
+385.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.2% |
| 7D | -16.0% | +1.7% | -17.7% | -18.4% |
| 30D | -40.5% | -5.8% | -34.8% | -32.9% |
| 3M | -59.4% | +0.2% | -59.7% | -58.7% |
| 6M | -67.1% | -2.7% | -64.4% | -64.4% |
| YTD | -51.9% | +4.1% | -56.0% | -52.7% |
| 1Y | -62.7% | +7.5% | -70.2% | -64.9% |
| 3Y | +507.7% | +122.0% | +385.6% | +120.2% |
| All | +507.7% | +122.1% | +385.6% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling