-14.8%
IREN vs MOS
-30.7%
+15.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +5.9% |
| 7D | -4.0% | +5.5% | -9.5% | -6.1% |
| 30D | -40.1% | +21.0% | -61.1% | -45.2% |
| 3M | -47.6% | -0.5% | -47.1% | -48.3% |
| 6M | -62.2% | +6.6% | -68.8% | -63.8% |
| YTD | -44.8% | -2.8% | -42.1% | -46.3% |
| 1Y | -63.7% | -8.1% | -55.6% | -64.0% |
| 3Y | +604.1% | -25.6% | +629.6% | +631.1% |
| All | -14.8% | -30.7% | +15.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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