+547.9%
IREN vs MSTR
+179.7%
+368.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.3% | +20.3% | +20.2% |
| 7D | -9.6% | -1.2% | -8.4% | -8.8% |
| 30D | -44.1% | -15.9% | -28.1% | -38.0% |
| 3M | -42.9% | +33.1% | -76.1% | -52.4% |
| 6M | -64.5% | -31.0% | -33.5% | -58.4% |
| YTD | -42.7% | -15.1% | -27.6% | -41.6% |
| 1Y | -67.7% | -45.6% | -22.0% | -57.7% |
| 3Y | +547.9% | +180.5% | +367.4% | +87.2% |
| All | +547.9% | +179.7% | +368.2% | +87.2% |
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