-26.3%
IREN vs MOD
+692.6%
-718.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -7.3% | -9.7% | -13.4% |
| 7D | -31.3% | -34.2% | +2.8% | -15.8% |
| 30D | -56.3% | -51.9% | -4.4% | -37.4% |
| 3M | -53.6% | -53.0% | -0.6% | -33.1% |
| 6M | -67.1% | -66.4% | -0.7% | -44.9% |
| YTD | -52.3% | -31.5% | -20.7% | -42.7% |
| 1Y | -76.4% | -39.6% | -36.8% | -70.4% |
| 3Y | +416.6% | +116.8% | +299.8% | +275.6% |
| All | -26.3% | +692.6% | -718.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling