+265.1%
MU vs IREN
-66.2%
+331.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -11.2% | +4.2% | -2.5% |
| 7D | -19.1% | -24.7% | +5.6% | -9.8% |
| 30D | -25.2% | -46.4% | +21.1% | -5.6% |
| 3M | -10.9% | -46.9% | +36.0% | +11.5% |
| 6M | +38.0% | -56.1% | +94.1% | +82.4% |
| YTD | +178.8% | -42.5% | +221.4% | +228.4% |
| 1Y | +265.1% | -67.4% | +332.6% | +385.7% |
| All | +265.1% | -66.2% | +331.3% | +385.7% |
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