+91.9%
IREN vs MSTR
+78.8%
+13.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.4% | +9.4% | +7.8% |
| 7D | +27.5% | +9.3% | +18.1% | +19.1% |
| 30D | +13.8% | +36.5% | -22.7% | -8.8% |
| 3M | -20.7% | +7.3% | -28.0% | -27.5% |
| 6M | +27.9% | +2.2% | +25.6% | +18.4% |
| YTD | +24.3% | -10.2% | +34.4% | +20.9% |
| 1Y | +79.2% | -58.6% | +137.8% | +179.5% |
| 3Y | +904.9% | +283.2% | +621.7% | +138.8% |
| All | +91.9% | +78.8% | +13.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MSTR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling