+9.0%
MSFT vs IREN
-66.2%
+75.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.2% | +17.9% | +7.4% |
| 7D | +4.7% | -24.7% | +29.4% | +6.5% |
| 30D | +5.8% | -46.4% | +52.2% | +9.9% |
| 3M | +13.0% | -46.9% | +59.8% | +16.9% |
| 6M | +34.9% | -56.1% | +91.0% | +37.3% |
| YTD | +15.7% | -42.5% | +58.2% | +16.5% |
| 1Y | +9.0% | -67.4% | +76.4% | +9.3% |
| All | +9.0% | -66.2% | +75.1% | +9.3% |
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