+79.3%
IREN vs MARA
-78.5%
+157.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | -2.7% |
| 7D | -1.9% | +5.9% | -7.8% | -5.6% |
| 30D | +0.4% | +24.3% | -23.9% | -14.7% |
| 3M | -22.7% | -12.0% | -10.7% | -16.1% |
| 6M | +4.4% | +40.1% | -35.7% | -16.8% |
| YTD | +16.0% | +33.4% | -17.4% | -5.1% |
| 1Y | +33.4% | -23.7% | +57.2% | +54.7% |
| 3Y | +948.6% | +19.0% | +929.6% | +769.4% |
| All | +79.3% | -78.5% | +157.8% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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