-25.7%
IREN vs MARA
-87.4%
+61.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -4.8% |
| 7D | -16.0% | +10.1% | -26.1% | -22.1% |
| 30D | -40.5% | -15.1% | -25.5% | -33.1% |
| 3M | -59.4% | -24.1% | -35.3% | -51.7% |
| 6M | -67.1% | -45.2% | -21.9% | -50.2% |
| YTD | -51.9% | -22.2% | -29.7% | -43.4% |
| 1Y | -62.7% | -45.3% | -17.3% | -44.9% |
| 3Y | +507.7% | -23.9% | +531.5% | +591.7% |
| All | -25.7% | -87.4% | +61.8% | +36.5% |
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