-25.7%
IREN vs MOD
+1,076.6%
-1,102.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +27.9% | -34.6% | -19.7% |
| 7D | -16.0% | +40.4% | -56.5% | -31.1% |
| 30D | -40.5% | -14.0% | -26.5% | -37.6% |
| 3M | -59.4% | -33.3% | -26.1% | -52.1% |
| 6M | -67.1% | -51.4% | -15.7% | -55.2% |
| YTD | -51.9% | +1.6% | -53.5% | -53.7% |
| 1Y | -62.7% | +5.4% | -68.0% | -65.1% |
| 3Y | +507.7% | +191.0% | +316.7% | +267.1% |
| All | -25.7% | +1,076.6% | -1,102.3% | -77.0% |
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