-25.7%
IREN vs MAR
+188.0%
-213.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.4% |
| 7D | -16.0% | +1.6% | -17.6% | -17.4% |
| 30D | -40.5% | +13.8% | -54.4% | -48.0% |
| 3M | -59.4% | +20.3% | -79.7% | -66.6% |
| 6M | -67.1% | +21.3% | -88.4% | -73.7% |
| YTD | -51.9% | +37.2% | -89.1% | -67.3% |
| 1Y | -62.7% | +48.4% | -111.1% | -77.2% |
| 3Y | +507.7% | +120.1% | +387.6% | +137.7% |
| All | -25.7% | +188.0% | -213.7% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling