+79.3%
IREN vs MCO
+23.7%
+55.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -1.0% |
| 7D | -1.9% | -3.8% | +1.9% | +1.4% |
| 30D | +0.4% | -0.4% | +0.8% | -0.3% |
| 3M | -22.7% | +7.7% | -30.4% | -30.7% |
| 6M | +4.4% | +7.0% | -2.6% | -7.6% |
| YTD | +16.0% | -6.4% | +22.5% | +16.2% |
| 1Y | +33.4% | -7.6% | +41.1% | +35.1% |
| 3Y | +948.6% | +43.2% | +905.3% | +514.1% |
| All | +79.3% | +23.7% | +55.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling