+346.1%
IREN vs CHYM
-19.7%
+365.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.9% | -10.3% | -5.6% |
| 7D | +14.6% | +3.4% | +11.2% | +13.0% |
| 30D | +17.1% | +12.0% | +5.1% | +12.4% |
| 3M | -16.0% | +102.4% | -118.4% | -38.6% |
| 6M | +16.8% | +52.7% | -35.9% | -3.9% |
| YTD | +20.1% | +37.3% | -17.1% | +2.4% |
| 1Y | +50.3% | +42.2% | +8.1% | +22.2% |
| All | +346.1% | -19.7% | +365.8% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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