+90.1%
META vs IREN
-35.1%
+125.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +3.5% |
| 7D | +5.2% | -16.0% | +21.2% | +6.7% |
| 30D | -13.0% | -40.5% | +27.5% | -9.4% |
| 3M | +7.9% | -59.4% | +67.3% | +15.8% |
| 6M | +4.2% | -67.1% | +71.3% | +12.2% |
| YTD | -2.5% | -51.9% | +49.4% | -0.8% |
| 1Y | +5.6% | -62.7% | +68.2% | +9.4% |
| 3Y | +96.8% | +507.7% | -410.9% | +35.2% |
| All | +90.1% | -35.1% | +125.2% | +41.0% |
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