-11.2%
IREN vs MAS
+38.6%
-49.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +5.6% | -16.9% | -14.3% |
| 7D | -24.7% | +14.2% | -38.9% | -31.1% |
| 30D | -46.4% | +26.8% | -73.2% | -54.1% |
| 3M | -46.9% | +13.1% | -60.0% | -51.4% |
| 6M | -56.1% | +27.9% | -84.1% | -63.2% |
| YTD | -42.5% | +38.7% | -81.2% | -55.6% |
| 1Y | -67.4% | +40.4% | -107.8% | -75.2% |
| 3Y | +522.1% | +66.1% | +456.0% | +286.6% |
| All | -11.2% | +38.6% | -49.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling