-12.4%
IREN vs MS
+118.1%
-130.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -4.9% |
| 7D | -2.8% | +0.7% | -3.5% | -3.9% |
| 30D | -39.2% | -0.9% | -38.2% | -38.1% |
| 3M | -48.1% | -13.0% | -35.1% | -38.2% |
| 6M | -65.0% | -2.0% | -63.0% | -63.6% |
| YTD | -43.3% | +7.8% | -51.1% | -47.2% |
| 1Y | -65.7% | +17.9% | -83.5% | -71.1% |
| 3Y | +620.9% | +174.8% | +446.1% | +138.3% |
| All | -12.4% | +118.1% | -130.5% | -66.5% |
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