+78.5%
IREN vs MRK
+98.7%
-20.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -4.2% |
| 7D | +4.8% | -5.0% | +9.8% | +3.6% |
| 30D | +9.8% | +11.0% | -1.2% | +12.7% |
| 3M | -15.3% | +22.4% | -37.7% | -10.5% |
| 6M | +14.5% | +25.4% | -10.9% | +21.5% |
| YTD | +15.5% | +39.5% | -24.0% | +25.6% |
| 1Y | +29.8% | +78.0% | -48.2% | +49.0% |
| 3Y | +834.5% | +45.5% | +788.9% | +930.9% |
| All | +78.5% | +98.7% | -20.2% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling