+597.0%
IREN vs MUB
+11.3%
+585.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.4% | +5.2% |
| 7D | -4.0% | +0.4% | -4.4% | -4.7% |
| 30D | -40.1% | +3.9% | -44.0% | -44.3% |
| 3M | -47.6% | -0.2% | -47.3% | -47.1% |
| 6M | -62.2% | -0.4% | -61.8% | -61.7% |
| YTD | -44.8% | +0.5% | -45.4% | -44.5% |
| 1Y | -63.7% | +0.7% | -64.3% | -63.5% |
| All | +597.0% | +11.3% | +585.7% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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