+597.0%
IREN vs MDT
+55.1%
+541.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -4.0% | -3.2% | -0.8% | -4.2% |
| 30D | -40.1% | +10.5% | -50.6% | -40.3% |
| 3M | -47.6% | +13.0% | -60.5% | -47.9% |
| 6M | -62.2% | +38.7% | -100.9% | -65.3% |
| YTD | -44.8% | +8.5% | -53.3% | -43.3% |
| 1Y | -63.7% | +10.0% | -73.7% | -62.8% |
| All | +597.0% | +55.1% | +541.9% | +606.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling