+78.5%
IREN vs CME
+49.9%
+28.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | +4.8% | -2.4% | +7.2% | +5.0% |
| 30D | +9.8% | +6.2% | +3.6% | +8.7% |
| 3M | -15.3% | +4.4% | -19.7% | -15.7% |
| 6M | +14.5% | -9.6% | +24.1% | +17.3% |
| YTD | +15.5% | +3.8% | +11.8% | +13.4% |
| 1Y | +29.8% | +9.5% | +20.2% | +25.0% |
| 3Y | +834.5% | +51.9% | +782.5% | +640.7% |
| All | +78.5% | +49.9% | +28.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling