-11.5%
IREN vs MNST
+98.3%
-109.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -4.4% | +24.4% | +21.4% |
| 7D | -9.6% | -3.4% | -6.2% | -9.0% |
| 30D | -44.1% | +6.6% | -50.7% | -46.1% |
| 3M | -42.9% | -2.9% | -40.1% | -43.2% |
| 6M | -64.5% | +18.4% | -83.0% | -68.5% |
| YTD | -42.7% | +19.3% | -62.0% | -49.3% |
| 1Y | -67.7% | +37.9% | -105.6% | -73.4% |
| 3Y | +547.9% | +62.9% | +485.0% | +379.3% |
| All | -11.5% | +98.3% | -109.8% | -46.1% |
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