+82.7%
IREN vs ACM
-4.5%
+87.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +7.5% |
| 7D | +26.0% | -3.7% | +29.8% | +29.5% |
| 30D | +14.9% | -11.1% | +26.0% | +22.9% |
| 3M | -27.8% | -8.0% | -19.8% | -25.7% |
| 6M | +1.9% | -29.7% | +31.6% | +31.9% |
| YTD | +18.3% | -29.4% | +47.7% | +48.9% |
| 1Y | +71.0% | -46.4% | +117.4% | +181.2% |
| 3Y | +882.0% | -22.3% | +904.3% | +1,025.6% |
| All | +82.7% | -4.5% | +87.3% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling