+597.0%
IREN vs CME
+64.8%
+532.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +6.6% |
| 7D | -4.0% | +2.5% | -6.5% | -2.9% |
| 30D | -40.1% | +13.9% | -54.0% | -36.4% |
| 3M | -47.6% | +22.4% | -69.9% | -43.1% |
| 6M | -62.2% | +12.9% | -75.1% | -59.2% |
| YTD | -44.8% | +19.6% | -64.4% | -40.1% |
| 1Y | -63.7% | +17.7% | -81.4% | -60.7% |
| All | +597.0% | +64.8% | +532.1% | +618.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling