+913.2%
IREN vs MSTR
+306.3%
+606.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +8.1% |
| 7D | +26.0% | +12.2% | +13.9% | +17.1% |
| 30D | +14.9% | +45.2% | -30.3% | -8.7% |
| 3M | -27.8% | +10.4% | -38.2% | -33.7% |
| 6M | +1.9% | -2.5% | +4.4% | -1.2% |
| YTD | +18.3% | -6.0% | +24.3% | +14.2% |
| 1Y | +71.0% | -56.4% | +127.4% | +150.7% |
| All | +913.2% | +306.3% | +606.9% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling