+836.5%
MU vs IREN
-22.7%
+859.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +20.0% | -14.9% | +1.6% |
| 7D | -22.0% | -9.6% | -12.4% | -20.6% |
| 30D | -36.6% | -44.1% | +7.5% | -30.1% |
| 3M | -21.7% | -42.9% | +21.2% | -14.4% |
| 6M | +3.5% | -64.5% | +68.1% | +21.1% |
| YTD | +141.9% | -42.7% | +184.6% | +161.5% |
| 1Y | +189.8% | -67.7% | +257.5% | +234.8% |
| 3Y | +855.4% | +547.9% | +307.5% | +600.5% |
| All | +836.5% | -22.7% | +859.3% | +758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling