+91.9%
IREN vs MCHP
-2.5%
+94.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.8% |
| 7D | +27.5% | +2.8% | +24.7% | +25.0% |
| 30D | +13.8% | -12.8% | +26.7% | +26.2% |
| 3M | -20.7% | -19.2% | -1.5% | -6.7% |
| 6M | +27.9% | +14.5% | +13.3% | +18.6% |
| YTD | +24.3% | +17.1% | +7.1% | +10.8% |
| 1Y | +79.2% | +15.3% | +63.9% | +59.5% |
| 3Y | +904.9% | +0.5% | +904.5% | +826.8% |
| All | +91.9% | -2.5% | +94.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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