+79.3%
IREN vs MTUM
+70.8%
+8.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -2.1% |
| 7D | -1.9% | +0.7% | -2.6% | -3.2% |
| 30D | +0.4% | -2.4% | +2.8% | +6.1% |
| 3M | -22.7% | -3.6% | -19.1% | -15.7% |
| 6M | +4.4% | +23.7% | -19.3% | -28.7% |
| YTD | +16.0% | +22.9% | -6.9% | -17.4% |
| 1Y | +33.4% | +21.8% | +11.7% | -1.2% |
| 3Y | +948.6% | +114.4% | +834.1% | +222.6% |
| All | +79.3% | +70.8% | +8.5% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling