+856.7%
IREN vs CME
+54.5%
+802.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.5% | +7.2% |
| 7D | +26.0% | -1.6% | +27.6% | +25.5% |
| 30D | +14.9% | +6.2% | +8.7% | +17.0% |
| 3M | -27.8% | +10.4% | -38.2% | -25.0% |
| 6M | +1.9% | -9.5% | +11.4% | +3.3% |
| YTD | +18.3% | +6.0% | +12.3% | +21.1% |
| 1Y | +71.0% | +9.3% | +61.7% | +76.2% |
| All | +856.7% | +54.5% | +802.3% | +750.3% |
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