+82.7%
IREN vs CME
+53.2%
+29.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.5% | +7.3% |
| 7D | +26.0% | -1.6% | +27.6% | +26.2% |
| 30D | +14.9% | +6.2% | +8.7% | +13.8% |
| 3M | -27.8% | +10.4% | -38.2% | -28.8% |
| 6M | +1.9% | -9.5% | +11.4% | +5.0% |
| YTD | +18.3% | +6.0% | +12.3% | +15.8% |
| 1Y | +71.0% | +9.3% | +61.7% | +65.5% |
| 3Y | +882.0% | +57.7% | +824.3% | +669.2% |
| All | +82.7% | +53.2% | +29.6% | +33.3% |
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 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