+78.5%
IREN vs MMM
+26.6%
+51.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.2% |
| 7D | +4.8% | -3.2% | +8.0% | +7.0% |
| 30D | +9.8% | -10.7% | +20.5% | +17.9% |
| 3M | -15.3% | +4.3% | -19.6% | -18.3% |
| 6M | +14.5% | +5.9% | +8.6% | +9.1% |
| YTD | +15.5% | +3.2% | +12.4% | +11.0% |
| 1Y | +29.8% | +8.0% | +21.8% | +18.5% |
| 3Y | +834.5% | +99.1% | +735.4% | +417.1% |
| All | +78.5% | +26.6% | +51.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MMM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling