+78.5%
IREN vs MET
+76.7%
+1.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -4.7% |
| 7D | +4.8% | -2.5% | +7.2% | +6.5% |
| 30D | +9.8% | 0.0% | +9.8% | +9.3% |
| 3M | -15.3% | +13.1% | -28.4% | -25.1% |
| 6M | +14.5% | +39.0% | -24.5% | -15.6% |
| YTD | +15.5% | +25.2% | -9.7% | -7.8% |
| 1Y | +29.8% | +25.6% | +4.1% | +3.2% |
| 3Y | +834.5% | +67.1% | +767.4% | +500.2% |
| All | +78.5% | +76.7% | +1.8% | +25.8% |
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