+985.4%
IREN vs MAGS
+126.5%
+858.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.9% |
| 7D | +14.6% | +0.8% | +13.8% | +12.8% |
| 30D | +17.1% | +0.4% | +16.7% | +15.7% |
| 3M | -16.0% | +5.6% | -21.6% | -23.4% |
| 6M | +16.8% | +12.3% | +4.5% | -2.2% |
| YTD | +20.1% | +5.1% | +15.0% | +13.4% |
| 1Y | +50.3% | +14.0% | +36.3% | +26.5% |
| All | +985.4% | +126.5% | +858.9% | +236.4% |
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