-11.5%
IREN vs ACM
-3.8%
-7.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | 0.0% | +20.0% | +20.0% |
| 7D | -9.6% | +5.4% | -15.0% | -13.1% |
| 30D | -44.1% | +15.1% | -59.2% | -49.7% |
| 3M | -42.9% | -10.5% | -32.5% | -39.7% |
| 6M | -64.5% | -19.7% | -44.8% | -59.6% |
| YTD | -42.7% | -28.8% | -13.9% | -28.8% |
| 1Y | -67.7% | -47.9% | -19.8% | -45.2% |
| 3Y | +547.9% | -12.4% | +560.3% | +552.9% |
| All | -11.5% | -3.8% | -7.7% | -23.7% |
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