+91.9%
IREN vs MARA
-78.8%
+170.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.4% | +2.0% |
| 7D | +27.5% | +15.6% | +11.8% | +15.5% |
| 30D | +13.8% | +17.2% | -3.4% | +0.7% |
| 3M | -20.7% | -14.2% | -6.6% | -12.1% |
| 6M | +27.9% | +47.7% | -19.8% | -1.4% |
| YTD | +24.3% | +31.7% | -7.5% | +2.5% |
| 1Y | +79.2% | -22.2% | +101.4% | +106.0% |
| 3Y | +904.9% | +8.4% | +896.5% | +782.1% |
| All | +91.9% | -78.8% | +170.7% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling