+260.3%
IREN vs MULL
+2,561.4%
-2,301.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.8% | -4.5% | +3.7% |
| 7D | +26.0% | +17.3% | +8.7% | +20.1% |
| 30D | +14.9% | +23.5% | -8.6% | +7.3% |
| 3M | -27.8% | -24.0% | -3.8% | -29.9% |
| 6M | +1.9% | +276.7% | -274.8% | -42.8% |
| YTD | +18.3% | +565.1% | -546.8% | -45.3% |
| 1Y | +71.0% | +2,802.6% | -2,731.6% | -51.1% |
| All | +260.3% | +2,561.4% | -2,301.0% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling