+85.6%
IREN vs MKC
-31.1%
+116.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.5% |
| 7D | +14.6% | -4.3% | +18.9% | +13.7% |
| 30D | +17.1% | -3.1% | +20.2% | +16.6% |
| 3M | -16.0% | +6.8% | -22.8% | -15.1% |
| 6M | +16.8% | -18.3% | +35.2% | +15.1% |
| YTD | +20.1% | -23.1% | +43.2% | +18.0% |
| 1Y | +50.3% | -23.7% | +74.0% | +48.0% |
| 3Y | +871.5% | -31.0% | +902.5% | +842.9% |
| All | +85.6% | -31.1% | +116.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling