+50.3%
IREN vs ACM
-48.7%
+99.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.8% |
| 7D | +14.6% | -3.7% | +18.2% | +15.3% |
| 30D | +17.1% | -12.7% | +29.8% | +20.7% |
| 3M | -16.0% | -9.8% | -6.2% | -14.5% |
| 6M | +16.8% | -31.4% | +48.2% | +36.2% |
| YTD | +20.1% | -32.1% | +52.2% | +39.0% |
| 1Y | +50.3% | -47.8% | +98.1% | +119.0% |
| All | +50.3% | -48.7% | +99.0% | +119.0% |
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