+439.8%
IREN vs MAS
+61.2%
+378.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -3.4% | -13.5% | -15.7% |
| 7D | -31.3% | +4.6% | -35.9% | -32.6% |
| 30D | -56.3% | +19.9% | -76.2% | -59.7% |
| 3M | -53.6% | +8.9% | -62.5% | -55.4% |
| 6M | -67.1% | +20.2% | -87.2% | -69.9% |
| YTD | -52.3% | +33.9% | -86.1% | -59.3% |
| 1Y | -76.4% | +34.7% | -111.1% | -80.0% |
| All | +439.8% | +61.2% | +378.6% | +362.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling