-65.0%
IREN vs ACM
-46.1%
-19.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | +8.0% | +5.1% | +3.0% | +7.6% |
| 30D | -44.0% | +18.7% | -62.7% | -44.8% |
| 3M | -55.4% | +15.5% | -70.9% | -56.2% |
| 6M | -65.6% | +1.2% | -66.8% | -65.5% |
| YTD | -48.4% | -25.2% | -23.2% | -41.4% |
| 1Y | -65.0% | -46.3% | -18.7% | -52.5% |
| All | -65.0% | -46.1% | -19.0% | -52.5% |
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