+85.6%
IREN vs MAR
+125.6%
-40.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -4.1% |
| 7D | +14.6% | -0.5% | +15.1% | +14.9% |
| 30D | +17.1% | -4.7% | +21.8% | +22.2% |
| 3M | -16.0% | -15.6% | -0.4% | -2.7% |
| 6M | +16.8% | +1.2% | +15.6% | +12.0% |
| YTD | +20.1% | +7.5% | +12.6% | +4.7% |
| 1Y | +50.3% | +26.6% | +23.7% | +5.6% |
| 3Y | +871.5% | +66.0% | +805.6% | +411.8% |
| All | +85.6% | +125.6% | -40.1% | -23.8% |
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