+78.5%
IREN vs MCK
+310.2%
-231.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -4.2% |
| 7D | +4.8% | -4.4% | +9.2% | +3.2% |
| 30D | +9.8% | -2.2% | +12.0% | +9.2% |
| 3M | -15.3% | +11.6% | -26.9% | -11.2% |
| 6M | +14.5% | -4.9% | +19.4% | +17.0% |
| YTD | +15.5% | +7.7% | +7.8% | +22.7% |
| 1Y | +29.8% | +25.2% | +4.6% | +43.8% |
| 3Y | +834.5% | +112.1% | +722.3% | +1,071.2% |
| All | +78.5% | +310.2% | -231.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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