+1,371.2%
MU vs IREN
+910.9%
+460.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.3% | -1.2% | +4.5% |
| 7D | +9.0% | +26.0% | -17.1% | +3.6% |
| 30D | +13.8% | +14.9% | -1.1% | +10.0% |
| 3M | +2.1% | -27.8% | +29.9% | +7.4% |
| 6M | +153.8% | +1.9% | +151.9% | +149.2% |
| YTD | +256.4% | +18.3% | +238.1% | +237.4% |
| 1Y | +719.8% | +71.0% | +648.8% | +614.6% |
| All | +1,371.2% | +910.9% | +460.4% | +823.8% |
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