-14.8%
IREN vs MNST
+96.9%
-111.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -4.0% | -6.9% | +2.9% | -1.8% |
| 30D | -40.1% | +3.7% | -43.9% | -41.6% |
| 3M | -47.6% | -0.3% | -47.3% | -48.3% |
| 6M | -62.2% | +5.1% | -67.3% | -64.3% |
| YTD | -44.8% | +18.4% | -63.3% | -51.0% |
| 1Y | -63.7% | +26.3% | -89.9% | -68.7% |
| 3Y | +604.1% | +64.3% | +539.8% | +415.4% |
| All | -14.8% | +96.9% | -111.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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