-14.8%
IREN vs MPWR
+166.2%
-181.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.9% | -3.3% | -1.0% |
| 7D | -4.0% | +17.3% | -21.3% | -15.2% |
| 30D | -40.1% | +12.1% | -52.2% | -44.8% |
| 3M | -47.6% | +5.6% | -53.2% | -49.8% |
| 6M | -62.2% | -10.7% | -51.5% | -59.4% |
| YTD | -44.8% | +64.0% | -108.8% | -61.7% |
| 1Y | -63.7% | +55.9% | -119.6% | -73.9% |
| 3Y | +604.1% | +199.5% | +404.6% | +184.8% |
| All | -14.8% | +166.2% | -181.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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