-11.5%
IREN vs MOD
+737.9%
-749.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +5.7% | +14.3% | +17.2% |
| 7D | -9.6% | -25.5% | +15.9% | +4.6% |
| 30D | -44.1% | -49.0% | +4.9% | -21.9% |
| 3M | -42.9% | -49.8% | +6.9% | -20.0% |
| 6M | -64.5% | -64.8% | +0.3% | -41.8% |
| YTD | -42.7% | -27.6% | -15.1% | -32.8% |
| 1Y | -67.7% | -35.2% | -32.5% | -60.7% |
| 3Y | +547.9% | +137.1% | +410.8% | +354.4% |
| All | -11.5% | +737.9% | -749.4% | -66.6% |
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 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