+884.2%
MU vs IREN
-29.5%
+913.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.8% | +0.3% |
| 7D | -15.2% | -19.3% | +4.1% | -12.0% |
| 30D | -29.5% | -43.9% | +14.4% | -22.4% |
| 3M | -15.8% | -49.1% | +33.3% | -6.1% |
| 6M | -2.9% | -67.8% | +64.9% | +15.3% |
| YTD | +154.2% | -47.8% | +202.0% | +179.1% |
| 1Y | +186.6% | -67.2% | +253.8% | +231.9% |
| 3Y | +871.5% | +566.6% | +304.9% | +615.2% |
| All | +884.2% | -29.5% | +913.7% | +816.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling