-19.3%
IREN vs MOD
+793.9%
-813.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -6.4% |
| 7D | -19.3% | -17.8% | -1.5% | -11.4% |
| 30D | -43.9% | -43.2% | -0.7% | -25.9% |
| 3M | -49.1% | -46.0% | -3.0% | -31.3% |
| 6M | -67.8% | -62.2% | -5.5% | -49.1% |
| YTD | -47.8% | -22.8% | -25.0% | -40.8% |
| 1Y | -67.2% | -35.5% | -31.7% | -60.2% |
| 3Y | +566.6% | +128.2% | +438.3% | +368.6% |
| All | -19.3% | +793.9% | -813.2% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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