+91.9%
IREN vs ACM
-5.3%
+97.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.6% |
| 7D | +27.5% | -0.3% | +27.7% | +27.7% |
| 30D | +13.8% | -12.9% | +26.7% | +23.6% |
| 3M | -20.7% | -6.4% | -14.3% | -20.0% |
| 6M | +27.9% | -29.2% | +57.1% | +64.0% |
| YTD | +24.3% | -29.9% | +54.2% | +57.3% |
| 1Y | +79.2% | -47.3% | +126.5% | +198.9% |
| 3Y | +904.9% | -19.6% | +924.5% | +1,013.6% |
| All | +91.9% | -5.3% | +97.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling