+81.6%
META vs IREN
+67.6%
+14.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.6% | -1.0% |
| 7D | +6.0% | +27.5% | -21.4% | +3.7% |
| 30D | +3.6% | +13.8% | -10.2% | +2.1% |
| 3M | +4.9% | -20.7% | +25.6% | +5.7% |
| 6M | -4.7% | +27.9% | -32.6% | -9.3% |
| YTD | -6.9% | +24.3% | -31.1% | -12.3% |
| 1Y | -18.2% | +79.2% | -97.4% | -27.2% |
| 3Y | +107.8% | +904.9% | -797.2% | +37.9% |
| All | +81.6% | +67.6% | +14.0% | +24.7% |
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