-19.3%
IREN vs MSI
+119.3%
-138.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.8% |
| 7D | -19.3% | +7.4% | -26.7% | -22.5% |
| 30D | -43.9% | +18.7% | -62.7% | -49.1% |
| 3M | -49.1% | +14.5% | -63.5% | -53.1% |
| 6M | -67.8% | +38.1% | -105.9% | -74.0% |
| YTD | -47.8% | +38.7% | -86.5% | -59.1% |
| 1Y | -67.2% | +35.4% | -102.6% | -73.9% |
| 3Y | +566.6% | +75.1% | +491.5% | +309.0% |
| All | -19.3% | +119.3% | -138.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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