+29.2%
IREN vs MDLN
-7.5%
+36.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -4.3% |
| 7D | +4.8% | -11.5% | +16.3% | +3.5% |
| 30D | +9.8% | -7.6% | +17.3% | +9.0% |
| 3M | -15.3% | -11.4% | -3.9% | -16.9% |
| 6M | +14.5% | -24.5% | +38.9% | +15.1% |
| YTD | +15.5% | -22.9% | +38.4% | +17.6% |
| All | +29.2% | -7.5% | +36.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling