-12.4%
IREN vs ACM
+1.2%
-13.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -4.7% |
| 7D | -2.8% | +6.9% | -9.7% | -7.3% |
| 30D | -39.2% | +19.1% | -58.2% | -46.5% |
| 3M | -48.1% | -6.9% | -41.1% | -46.6% |
| 6M | -65.0% | -12.0% | -53.0% | -63.1% |
| YTD | -43.3% | -25.1% | -18.2% | -32.1% |
| 1Y | -65.7% | -45.4% | -20.3% | -43.6% |
| 3Y | +620.9% | -6.9% | +627.8% | +593.1% |
| All | -12.4% | +1.2% | -13.6% | -27.2% |
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