+85.6%
IREN vs CME
+50.3%
+35.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | +14.6% | -0.6% | +15.2% | +14.6% |
| 30D | +17.1% | +4.7% | +12.4% | +16.2% |
| 3M | -16.0% | +7.8% | -23.8% | -16.9% |
| 6M | +16.8% | -11.0% | +27.8% | +20.4% |
| YTD | +20.1% | +4.0% | +16.1% | +17.8% |
| 1Y | +50.3% | +9.1% | +41.2% | +45.0% |
| 3Y | +871.5% | +52.3% | +819.2% | +669.9% |
| All | +85.6% | +50.3% | +35.3% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling