+91.9%
IREN vs MRK
+103.8%
-11.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +4.8% |
| 7D | +27.5% | -0.9% | +28.4% | +27.2% |
| 30D | +13.8% | +15.5% | -1.6% | +18.0% |
| 3M | -20.7% | +25.1% | -45.8% | -15.8% |
| 6M | +27.9% | +30.1% | -2.2% | +36.8% |
| YTD | +24.3% | +43.1% | -18.9% | +35.9% |
| 1Y | +79.2% | +82.5% | -3.3% | +106.9% |
| 3Y | +904.9% | +49.3% | +855.6% | +1,015.1% |
| All | +91.9% | +103.8% | -11.9% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling