+85.6%
IREN vs MXL
-0.3%
+85.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.9% | -6.4% |
| 7D | +14.6% | +19.0% | -4.4% | +6.5% |
| 30D | +17.1% | +4.5% | +12.6% | +14.1% |
| 3M | -16.0% | -1.5% | -14.5% | -19.3% |
| 6M | +16.8% | +348.6% | -331.8% | -57.0% |
| YTD | +20.1% | +310.3% | -290.1% | -54.1% |
| 1Y | +50.3% | +344.7% | -294.4% | -46.4% |
| 3Y | +871.5% | +211.2% | +660.3% | +248.9% |
| All | +85.6% | -0.3% | +85.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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