-11.5%
IREN vs MCD
+23.1%
-34.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.5% | +20.6% | +20.0% |
| 7D | -9.6% | +7.1% | -16.8% | -9.7% |
| 30D | -44.1% | +19.8% | -63.8% | -44.7% |
| 3M | -42.9% | +0.8% | -43.8% | -42.5% |
| 6M | -64.5% | -1.3% | -63.2% | -64.1% |
| YTD | -42.7% | -7.8% | -35.0% | -41.2% |
| 1Y | -67.7% | -5.0% | -62.7% | -67.4% |
| 3Y | +547.9% | +10.5% | +537.4% | +509.8% |
| All | -11.5% | +23.1% | -34.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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