+71.0%
IREN vs MTUM
+26.3%
+44.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +3.0% |
| 7D | +26.0% | +1.7% | +24.3% | +21.4% |
| 30D | +14.9% | -1.7% | +16.5% | +20.5% |
| 3M | -27.8% | -6.3% | -21.4% | -16.9% |
| 6M | +1.9% | +21.8% | -19.9% | -41.3% |
| YTD | +18.3% | +22.0% | -3.7% | -30.3% |
| 1Y | +71.0% | +25.3% | +45.6% | -3.3% |
| All | +71.0% | +26.3% | +44.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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