+45.4%
MSFT vs IREN
+606.4%
-561.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.6% | -7.9% | -2.6% |
| 7D | -6.2% | -4.0% | -2.2% | -6.2% |
| 30D | -3.7% | -40.1% | +36.4% | -1.2% |
| 3M | +3.6% | -47.6% | +51.2% | +6.8% |
| 6M | +26.8% | -62.2% | +89.0% | +31.5% |
| YTD | +8.4% | -44.8% | +53.3% | +8.9% |
| 1Y | +3.3% | -63.7% | +67.0% | +5.8% |
| All | +45.4% | +606.4% | -561.0% | +24.2% |
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