-12.4%
IREN vs MSTR
+64.5%
-76.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.5% |
| 7D | -2.8% | -4.0% | +1.2% | 0.0% |
| 30D | -39.2% | -18.6% | -20.5% | -30.4% |
| 3M | -48.1% | +25.6% | -73.6% | -56.4% |
| 6M | -65.0% | -33.1% | -32.0% | -57.9% |
| YTD | -43.3% | -17.3% | -26.0% | -42.3% |
| 1Y | -65.7% | -48.1% | -17.6% | -52.9% |
| 3Y | +620.9% | +154.2% | +466.7% | +125.6% |
| All | -12.4% | +64.5% | -76.9% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling