-1.6%
META vs IREN
-28.1%
+26.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.3% | -6.3% | +1.1% |
| 7D | +6.7% | +26.0% | -19.3% | +7.0% |
| 30D | +4.8% | +14.9% | -10.1% | +5.0% |
| 3M | -1.6% | -27.8% | +26.1% | +9.0% |
| All | -1.6% | -28.1% | +26.5% | +9.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling