+71.0%
IREN vs MULL
+3,061.6%
-2,990.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.8% | -4.5% | +3.6% |
| 7D | +26.0% | +17.3% | +8.7% | +20.0% |
| 30D | +14.9% | +23.5% | -8.6% | +7.1% |
| 3M | -27.8% | -24.0% | -3.8% | -30.6% |
| 6M | +1.9% | +276.7% | -274.8% | -43.5% |
| YTD | +18.3% | +565.1% | -546.8% | -44.9% |
| 1Y | +71.0% | +2,802.6% | -2,731.6% | -17.4% |
| All | +71.0% | +3,061.6% | -2,990.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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