-67.1%
IREN vs MULL
-46.2%
-20.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.2% | -1.6% | -4.8% |
| 7D | -16.0% | +24.5% | -40.6% | -23.5% |
| 30D | -40.5% | -35.5% | -5.0% | -31.6% |
| 3M | -59.4% | -44.8% | -14.6% | -51.8% |
| 6M | -67.1% | -45.5% | -21.6% | -68.0% |
| All | -67.1% | -46.2% | -20.9% | -68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling