+71.0%
IREN vs ACM
-45.8%
+116.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +7.3% |
| 7D | +26.0% | -3.7% | +29.8% | +26.7% |
| 30D | +14.9% | -11.1% | +26.0% | +18.5% |
| 3M | -27.8% | -8.0% | -19.8% | -26.3% |
| 6M | +1.9% | -29.7% | +31.6% | +17.7% |
| YTD | +18.3% | -29.4% | +47.7% | +35.0% |
| 1Y | +71.0% | -46.4% | +117.4% | +139.5% |
| All | +71.0% | -45.8% | +116.8% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling