-14.8%
IREN vs MDB
-42.2%
+27.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +4.9% |
| 7D | -4.0% | +3.0% | -7.0% | -4.7% |
| 30D | -40.1% | -11.3% | -28.8% | -36.5% |
| 3M | -47.6% | -23.0% | -24.6% | -42.8% |
| 6M | -62.2% | +14.8% | -77.0% | -66.1% |
| YTD | -44.8% | -19.4% | -25.4% | -44.7% |
| 1Y | -63.7% | -9.0% | -54.7% | -66.5% |
| 3Y | +604.1% | -10.3% | +614.3% | +482.5% |
| All | -14.8% | -42.2% | +27.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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