+79.3%
IREN vs MDLZ
+14.0%
+65.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.9% | +1.9% | -3.8% | -1.8% |
| 30D | +0.4% | +0.4% | -0.1% | +0.4% |
| 3M | -22.7% | -0.6% | -22.1% | -22.6% |
| 6M | +4.4% | +14.7% | -10.3% | +1.8% |
| YTD | +16.0% | +18.0% | -1.9% | +12.5% |
| 1Y | +33.4% | +4.1% | +29.3% | +32.1% |
| 3Y | +948.6% | -4.6% | +953.1% | +940.5% |
| All | +79.3% | +14.0% | +65.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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