-12.4%
IREN vs MAS
+37.6%
-50.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -3.5% |
| 7D | -2.8% | +3.3% | -6.1% | -4.9% |
| 30D | -39.2% | +25.5% | -64.6% | -47.6% |
| 3M | -48.1% | +11.8% | -59.8% | -52.2% |
| 6M | -65.0% | +21.3% | -86.3% | -69.7% |
| YTD | -43.3% | +37.7% | -81.1% | -56.0% |
| 1Y | -65.7% | +41.0% | -106.7% | -74.0% |
| 3Y | +620.9% | +63.0% | +557.9% | +355.4% |
| All | -12.4% | +37.6% | -50.1% | -56.6% |
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 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