-14.8%
IREN vs CME
+72.8%
-87.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.6% |
| 7D | -4.0% | +2.5% | -6.5% | -4.0% |
| 30D | -40.1% | +13.9% | -54.0% | -40.5% |
| 3M | -47.6% | +22.4% | -69.9% | -48.5% |
| 6M | -62.2% | +12.9% | -75.1% | -62.4% |
| YTD | -44.8% | +19.6% | -64.4% | -46.3% |
| 1Y | -63.7% | +17.7% | -81.4% | -64.5% |
| 3Y | +604.1% | +65.3% | +538.7% | +475.5% |
| All | -14.8% | +72.8% | -87.5% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling