-11.5%
IREN vs MLM
+26.8%
-38.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.8% | +21.9% | +21.8% |
| 7D | -9.6% | -4.1% | -5.5% | -6.2% |
| 30D | -44.1% | +8.2% | -52.2% | -49.2% |
| 3M | -42.9% | -3.6% | -39.4% | -42.2% |
| 6M | -64.5% | -15.6% | -49.0% | -60.0% |
| YTD | -42.7% | -16.4% | -26.3% | -35.2% |
| 1Y | -67.7% | -14.3% | -53.3% | -64.4% |
| 3Y | +547.9% | +19.3% | +528.6% | +350.0% |
| All | -11.5% | +26.8% | -38.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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