+1,257.4%
MU vs IREN
+67.6%
+1,189.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.4% |
| 7D | +7.2% | +27.5% | -20.3% | +2.9% |
| 30D | +14.0% | +13.8% | +0.2% | +11.3% |
| 3M | +5.4% | -20.7% | +26.1% | +8.0% |
| 6M | +170.3% | +27.9% | +142.4% | +158.6% |
| YTD | +250.7% | +24.3% | +226.4% | +233.7% |
| 1Y | +662.1% | +79.2% | +582.9% | +580.3% |
| 3Y | +1,341.2% | +904.9% | +436.3% | +854.8% |
| All | +1,257.4% | +67.6% | +1,189.8% | +995.2% |
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 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