+33.4%
IREN vs MTUM
+21.2%
+12.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -2.5% |
| 7D | -1.9% | +0.7% | -2.6% | -3.5% |
| 30D | +0.4% | -2.4% | +2.8% | +6.8% |
| 3M | -22.7% | -3.6% | -19.1% | -18.1% |
| 6M | +4.4% | +23.7% | -19.3% | -41.7% |
| YTD | +16.0% | +22.9% | -6.9% | -31.5% |
| 1Y | +33.4% | +21.8% | +11.7% | -13.0% |
| All | +33.4% | +21.2% | +12.2% | -13.0% |
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