-63.7%
IREN vs MSTR
-48.3%
-15.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.0% |
| 7D | -4.0% | -14.2% | +10.2% | +5.3% |
| 30D | -40.1% | -19.9% | -20.2% | -31.7% |
| 3M | -47.6% | +27.3% | -74.9% | -55.1% |
| 6M | -62.2% | -37.6% | -24.7% | -51.0% |
| YTD | -44.8% | -19.5% | -25.3% | -36.9% |
| 1Y | -63.7% | -47.1% | -16.6% | -42.8% |
| All | -63.7% | -48.3% | -15.4% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling