+91.9%
IREN vs MKC
-30.6%
+122.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.0% |
| 7D | +27.5% | -4.3% | +31.8% | +26.5% |
| 30D | +13.8% | -2.0% | +15.8% | +13.5% |
| 3M | -20.7% | +10.0% | -30.7% | -19.5% |
| 6M | +27.9% | -18.5% | +46.4% | +26.0% |
| YTD | +24.3% | -22.4% | +46.7% | +22.2% |
| 1Y | +79.2% | -23.6% | +102.8% | +76.8% |
| 3Y | +904.9% | -30.4% | +935.4% | +876.9% |
| All | +91.9% | -30.6% | +122.5% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling