+78.5%
IREN vs MAR
+123.9%
-45.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.1% |
| 7D | +4.8% | -2.1% | +6.9% | +6.8% |
| 30D | +9.8% | -5.7% | +15.4% | +15.8% |
| 3M | -15.3% | -14.6% | -0.7% | -3.1% |
| 6M | +14.5% | +1.3% | +13.1% | +9.6% |
| YTD | +15.5% | +6.7% | +8.8% | +1.5% |
| 1Y | +29.8% | +26.4% | +3.3% | -8.7% |
| 3Y | +834.5% | +64.7% | +769.7% | +396.0% |
| All | +78.5% | +123.9% | -45.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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