+944.0%
IREN vs MTCH
-2.2%
+946.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.8% | -4.2% |
| 7D | +4.8% | -1.4% | +6.2% | +5.3% |
| 30D | +9.8% | +13.6% | -3.9% | +3.2% |
| 3M | -15.3% | +22.4% | -37.7% | -23.8% |
| 6M | +14.5% | +37.2% | -22.7% | -2.7% |
| YTD | +15.5% | +31.8% | -16.3% | -0.9% |
| 1Y | +29.8% | +12.9% | +16.9% | +19.9% |
| All | +944.0% | -2.2% | +946.2% | +1,061.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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