+51.2%
MSFT vs IREN
+931.4%
-880.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.5% |
| 7D | -1.4% | +27.5% | -28.9% | -2.9% |
| 30D | -1.0% | +13.8% | -14.8% | -2.0% |
| 3M | +20.2% | -20.7% | +40.9% | +20.2% |
| 6M | +21.3% | +27.9% | -6.6% | +17.2% |
| YTD | +2.8% | +24.3% | -21.5% | -1.1% |
| 1Y | 0.0% | +79.2% | -79.2% | -7.0% |
| 3Y | +51.2% | +904.9% | -853.7% | +23.8% |
| All | +51.2% | +931.4% | -880.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling