-25.7%
IREN vs MET
+88.5%
-114.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.3% |
| 7D | -16.0% | +4.5% | -20.5% | -18.8% |
| 30D | -40.5% | +3.5% | -44.1% | -42.3% |
| 3M | -59.4% | +5.9% | -65.3% | -61.6% |
| 6M | -67.1% | +33.1% | -100.1% | -74.8% |
| YTD | -51.9% | +33.6% | -85.5% | -63.7% |
| 1Y | -62.7% | +32.7% | -95.3% | -71.8% |
| 3Y | +507.7% | +85.0% | +422.6% | +255.5% |
| All | -25.7% | +88.5% | -114.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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