-0.5%
MSFT vs IREN
+59.1%
-59.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.3% |
| 7D | -1.0% | +14.6% | -15.6% | -2.0% |
| 30D | -2.7% | +17.1% | -19.8% | -3.9% |
| 3M | +22.1% | -16.0% | +38.1% | +20.4% |
| 6M | +20.6% | +16.8% | +3.8% | +15.8% |
| YTD | +2.3% | +20.1% | -17.8% | -1.5% |
| 1Y | -0.5% | +50.3% | -50.8% | -6.9% |
| All | -0.5% | +59.1% | -59.6% | -6.9% |
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