+80.8%
META vs IREN
-22.7%
+103.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.0% | -19.2% | -1.0% |
| 7D | -0.8% | -9.6% | +8.9% | -0.3% |
| 30D | -15.4% | -44.1% | +28.7% | -11.4% |
| 3M | +3.5% | -42.9% | +46.5% | +7.7% |
| 6M | -0.3% | -64.5% | +64.2% | +6.7% |
| YTD | -7.3% | -42.7% | +35.4% | -7.1% |
| 1Y | -1.1% | -67.7% | +66.6% | +4.2% |
| 3Y | +95.1% | +547.9% | -452.8% | +33.7% |
| All | +80.8% | -22.7% | +103.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 10y: compounded portfolio wealth divided by compounded IREN 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…
10y analysis · Full analysis span regression · 6 months rolling