-20.3%
IREN vs MS
+120.5%
-140.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.8% | -5.6% |
| 7D | +8.0% | +3.7% | +4.4% | +3.1% |
| 30D | -44.0% | +2.0% | -46.0% | -45.0% |
| 3M | -55.4% | -12.6% | -42.8% | -47.3% |
| 6M | -65.6% | -0.3% | -65.3% | -64.9% |
| YTD | -48.4% | +9.0% | -57.4% | -52.5% |
| 1Y | -65.0% | +13.9% | -78.9% | -69.2% |
| 3Y | +558.1% | +173.6% | +384.5% | +118.7% |
| All | -20.3% | +120.5% | -140.8% | -69.9% |
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