-19.3%
IREN vs MMM
+47.2%
-66.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -8.1% |
| 7D | -19.3% | +7.0% | -26.3% | -23.0% |
| 30D | -43.9% | +18.4% | -62.3% | -50.1% |
| 3M | -49.1% | +4.5% | -53.6% | -51.0% |
| 6M | -67.8% | +33.4% | -101.2% | -73.9% |
| YTD | -47.8% | +20.0% | -67.7% | -54.9% |
| 1Y | -67.2% | +15.0% | -82.2% | -70.9% |
| 3Y | +566.6% | +165.0% | +401.6% | +198.5% |
| All | -19.3% | +47.2% | -66.5% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling