+1.6%
MSFT vs IREN
+13.9%
-12.3%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.3% | -9.3% | -1.3% |
| 7D | -2.7% | +26.0% | -28.7% | -0.4% |
| 30D | +2.7% | +14.9% | -12.2% | +4.5% |
| All | +1.6% | +13.9% | -12.3% | +2.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling