-20.3%
IREN vs MAS
+35.3%
-55.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | +8.0% | +1.2% | +6.9% | +7.2% |
| 30D | -44.0% | +21.6% | -65.6% | -50.9% |
| 3M | -55.4% | +14.1% | -69.5% | -59.4% |
| 6M | -65.6% | +22.6% | -88.2% | -70.5% |
| YTD | -48.4% | +35.4% | -83.9% | -59.5% |
| 1Y | -65.0% | +37.5% | -102.5% | -73.0% |
| 3Y | +558.1% | +58.3% | +499.8% | +324.3% |
| All | -20.3% | +35.3% | -55.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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