-25.7%
IREN vs MSTR
+46.2%
-71.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.2% |
| 7D | -16.0% | -13.4% | -2.6% | -7.9% |
| 30D | -40.5% | -22.1% | -18.5% | -30.2% |
| 3M | -59.4% | +15.0% | -74.4% | -63.9% |
| 6M | -67.1% | -37.3% | -29.8% | -58.3% |
| YTD | -51.9% | -26.5% | -25.4% | -47.1% |
| 1Y | -62.7% | -46.5% | -16.2% | -49.9% |
| 3Y | +507.7% | +121.1% | +386.6% | +108.6% |
| All | -25.7% | +46.2% | -71.9% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling