+79.3%
IREN vs MKC
-31.3%
+110.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | -1.9% | -1.5% | -0.4% | -2.2% |
| 30D | +0.4% | -3.1% | +3.5% | -0.1% |
| 3M | -22.7% | +5.2% | -27.9% | -22.0% |
| 6M | +4.4% | -12.8% | +17.2% | +3.4% |
| YTD | +16.0% | -23.3% | +39.3% | +13.9% |
| 1Y | +33.4% | -24.1% | +57.5% | +31.3% |
| 3Y | +948.6% | -32.1% | +980.7% | +918.6% |
| All | +79.3% | -31.3% | +110.6% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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