+82.7%
IREN vs MMM
+31.0%
+51.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.1% | +7.2% |
| 7D | +26.0% | -3.3% | +29.4% | +28.6% |
| 30D | +14.9% | -7.0% | +21.9% | +20.4% |
| 3M | -27.8% | +10.8% | -38.6% | -33.1% |
| 6M | +1.9% | +5.8% | -3.9% | -2.6% |
| YTD | +18.3% | +6.8% | +11.5% | +11.2% |
| 1Y | +71.0% | +10.4% | +60.6% | +54.1% |
| 3Y | +882.0% | +104.7% | +777.3% | +434.4% |
| All | +82.7% | +31.0% | +51.8% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling