+82.7%
IREN vs MAS
+16.0%
+66.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.2% |
| 7D | +26.0% | -0.8% | +26.8% | +26.7% |
| 30D | +14.9% | -5.6% | +20.5% | +18.9% |
| 3M | -27.8% | +4.4% | -32.2% | -31.0% |
| 6M | +1.9% | +7.2% | -5.3% | -3.7% |
| YTD | +18.3% | +16.1% | +2.2% | +3.2% |
| 1Y | +71.0% | +0.1% | +70.9% | +62.6% |
| 3Y | +882.0% | +28.3% | +853.7% | +639.9% |
| All | +82.7% | +16.0% | +66.7% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling