-25.7%
IREN vs MMM
+42.7%
-68.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.9% |
| 7D | -16.0% | -0.8% | -15.2% | -15.6% |
| 30D | -40.5% | +11.7% | -52.2% | -45.1% |
| 3M | -59.4% | +1.0% | -60.4% | -60.2% |
| 6M | -67.1% | +26.0% | -93.1% | -72.3% |
| YTD | -51.9% | +16.3% | -68.2% | -57.7% |
| 1Y | -62.7% | +9.6% | -72.3% | -65.9% |
| 3Y | +507.7% | +157.3% | +350.4% | +176.9% |
| All | -25.7% | +42.7% | -68.4% | -59.2% |
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