+91.9%
IREN vs MNST
+87.2%
+4.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.6% | +5.7% |
| 7D | +27.5% | -4.1% | +31.5% | +29.5% |
| 30D | +13.8% | -4.5% | +18.3% | +15.4% |
| 3M | -20.7% | -2.5% | -18.3% | -21.6% |
| 6M | +27.9% | +14.1% | +13.7% | +16.6% |
| YTD | +24.3% | +12.6% | +11.7% | +13.8% |
| 1Y | +79.2% | +36.9% | +42.2% | +48.7% |
| 3Y | +904.9% | +53.1% | +851.8% | +672.0% |
| All | +91.9% | +87.2% | +4.8% | +21.0% |
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