+28.8%
MSFT vs IREN
-64.8%
+93.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.9% |
| 7D | -2.4% | +8.0% | -10.5% | -3.3% |
| 30D | -3.8% | -44.0% | +40.3% | +1.0% |
| 3M | +6.4% | -55.4% | +61.8% | +13.6% |
| 6M | +28.8% | -65.6% | +94.3% | +30.6% |
| All | +28.8% | -64.8% | +93.6% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling