+79.3%
IREN vs MRK
+97.6%
-18.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.3% |
| 7D | -1.9% | -4.3% | +2.4% | -2.8% |
| 30D | +0.4% | +8.3% | -7.9% | +2.4% |
| 3M | -22.7% | +20.0% | -42.8% | -18.6% |
| 6M | +4.4% | +25.7% | -21.3% | +10.8% |
| YTD | +16.0% | +38.7% | -22.7% | +26.0% |
| 1Y | +33.4% | +74.7% | -41.3% | +52.7% |
| 3Y | +948.6% | +45.4% | +903.2% | +1,058.2% |
| All | +79.3% | +97.6% | -18.4% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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