+983.7%
MU vs IREN
-30.4%
+1,014.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.4% |
| 7D | +21.6% | +8.0% | +13.6% | +19.8% |
| 30D | -16.2% | -44.0% | +27.8% | -7.7% |
| 3M | -12.4% | -55.4% | +43.0% | 0.0% |
| 6M | +4.2% | -65.6% | +69.7% | +22.9% |
| YTD | +180.0% | -48.4% | +228.4% | +208.2% |
| 1Y | +226.4% | -65.0% | +291.4% | +275.3% |
| 3Y | +969.7% | +558.1% | +411.6% | +689.7% |
| All | +983.7% | -30.4% | +1,014.2% | +911.4% |
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