+265.9%
IREN vs MULL
+2,620.5%
-2,354.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -5.0% |
| 7D | +14.6% | +14.8% | -0.2% | +9.7% |
| 30D | +17.1% | +36.6% | -19.4% | +5.9% |
| 3M | -16.0% | -8.9% | -7.1% | -22.3% |
| 6M | +16.8% | +311.9% | -295.1% | -36.3% |
| YTD | +20.1% | +579.8% | -559.7% | -44.9% |
| 1Y | +50.3% | +2,421.5% | -2,371.3% | -55.2% |
| All | +265.9% | +2,620.5% | -2,354.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling