-25.7%
IREN vs MS
+122.2%
-147.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.7% |
| 7D | -16.0% | +5.1% | -21.1% | -21.1% |
| 30D | -40.5% | +5.7% | -46.2% | -44.3% |
| 3M | -59.4% | -12.2% | -47.2% | -52.3% |
| 6M | -67.1% | -0.5% | -66.6% | -66.3% |
| YTD | -51.9% | +9.8% | -61.7% | -56.2% |
| 1Y | -62.7% | +17.7% | -80.4% | -68.6% |
| 3Y | +507.7% | +176.8% | +330.9% | +99.0% |
| All | -25.7% | +122.2% | -147.9% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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