+547.9%
IREN vs MAS
+58.1%
+489.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.9% | +21.9% | +20.7% |
| 7D | -9.6% | +2.0% | -11.6% | -10.6% |
| 30D | -44.1% | +19.4% | -63.5% | -48.4% |
| 3M | -42.9% | +9.4% | -52.4% | -45.4% |
| 6M | -64.5% | +15.3% | -79.8% | -67.1% |
| YTD | -42.7% | +31.3% | -74.0% | -50.9% |
| 1Y | -67.7% | +34.9% | -102.5% | -72.8% |
| 3Y | +547.9% | +58.6% | +489.3% | +458.2% |
| All | +547.9% | +58.1% | +489.8% | +458.2% |
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 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