+79.3%
IREN vs MDT
-9.7%
+88.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | -1.9% | -3.4% | +1.5% | 0.0% |
| 30D | +0.4% | +0.2% | +0.1% | -0.2% |
| 3M | -22.7% | +14.3% | -37.0% | -30.9% |
| 6M | +4.4% | +4.0% | +0.4% | +0.1% |
| YTD | +16.0% | -3.7% | +19.7% | +16.9% |
| 1Y | +33.4% | -0.4% | +33.8% | +30.3% |
| 3Y | +948.6% | +23.3% | +925.2% | +717.1% |
| All | +79.3% | -9.7% | +88.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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