+950.8%
MU vs IREN
+515.9%
+434.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -0.9% |
| 7D | +12.8% | -16.0% | +28.8% | +17.5% |
| 30D | -14.9% | -40.5% | +25.7% | -4.1% |
| 3M | -18.0% | -59.4% | +41.4% | -0.1% |
| 6M | -3.1% | -67.1% | +63.9% | +21.9% |
| YTD | +172.9% | -51.9% | +224.8% | +215.1% |
| 1Y | +228.8% | -62.7% | +291.5% | +292.8% |
| 3Y | +950.8% | +507.7% | +443.2% | +744.6% |
| All | +950.8% | +515.9% | +434.9% | +744.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling