-0.8%
MSFT vs IREN
+60.0%
-60.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.3% | -9.3% | -2.5% |
| 7D | -2.7% | +26.0% | -28.7% | -4.2% |
| 30D | +2.7% | +14.9% | -12.2% | +1.5% |
| 3M | +17.0% | -27.8% | +44.7% | +16.0% |
| 6M | +23.8% | +1.9% | +21.9% | +19.8% |
| YTD | +4.0% | +18.3% | -14.3% | +0.3% |
| 1Y | -0.8% | +71.0% | -71.8% | -6.8% |
| All | -0.8% | +60.0% | -60.8% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling