+86.3%
META vs IREN
-25.6%
+111.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -2.5% |
| 7D | -0.2% | -4.0% | +3.8% | -0.1% |
| 30D | -15.4% | -40.1% | +24.7% | -12.0% |
| 3M | +5.0% | -47.6% | +52.6% | +10.1% |
| 6M | +5.2% | -62.2% | +67.4% | +11.9% |
| YTD | -4.5% | -44.8% | +40.3% | -4.0% |
| 1Y | +0.6% | -63.7% | +64.3% | +4.7% |
| 3Y | +93.1% | +604.1% | -511.0% | +31.0% |
| All | +86.3% | -25.6% | +111.9% | +36.5% |
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