+82.7%
IREN vs MNST
+90.1%
-7.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.5% |
| 7D | +26.0% | -6.5% | +32.5% | +29.4% |
| 30D | +14.9% | -7.2% | +22.1% | +17.8% |
| 3M | -27.8% | -1.0% | -26.8% | -29.1% |
| 6M | +1.9% | +11.5% | -9.6% | -5.8% |
| YTD | +18.3% | +14.3% | +4.0% | +7.7% |
| 1Y | +71.0% | +38.1% | +32.9% | +41.5% |
| 3Y | +882.0% | +55.0% | +827.0% | +651.8% |
| All | +82.7% | +90.1% | -7.3% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling