-20.3%
IREN vs MOD
+820.2%
-840.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | +8.0% | +16.1% | -8.1% | +0.5% |
| 30D | -44.0% | -38.5% | -5.5% | -28.7% |
| 3M | -55.4% | -46.8% | -8.6% | -39.5% |
| 6M | -65.6% | -61.6% | -4.0% | -45.9% |
| YTD | -48.4% | -20.5% | -27.9% | -42.4% |
| 1Y | -65.0% | -28.0% | -37.0% | -59.6% |
| 3Y | +558.1% | +134.9% | +423.2% | +356.4% |
| All | -20.3% | +820.2% | -840.5% | -71.3% |
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