+51.0%
MSFT vs IREN
+55.9%
-4.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | -3.5% | +4.8% | -8.2% | -3.8% |
| 30D | -2.1% | +9.8% | -11.9% | -2.9% |
| 3M | +24.2% | -15.3% | +39.5% | +24.1% |
| 6M | +21.9% | +14.5% | +7.4% | +18.6% |
| YTD | +2.5% | +15.5% | -13.1% | -1.0% |
| 1Y | -0.8% | +29.8% | -30.5% | -5.9% |
| 3Y | +50.8% | +834.5% | -783.7% | +17.7% |
| All | +51.0% | +55.9% | -4.8% | +28.7% |
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