+913.2%
IREN vs MS
+178.0%
+735.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +6.9% |
| 7D | +26.0% | +1.4% | +24.7% | +23.9% |
| 30D | +14.9% | -0.3% | +15.1% | +15.4% |
| 3M | -27.8% | +0.3% | -28.1% | -27.2% |
| 6M | +1.9% | +31.3% | -29.4% | -26.8% |
| YTD | +18.3% | +24.7% | -6.4% | -9.9% |
| 1Y | +71.0% | +47.9% | +23.1% | +5.7% |
| All | +913.2% | +178.0% | +735.1% | +247.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling