+71.0%
IREN vs CMG
-11.4%
+82.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.6% |
| 7D | +26.0% | -2.8% | +28.9% | +26.6% |
| 30D | +14.9% | +7.1% | +7.8% | +12.8% |
| 3M | -27.8% | +31.2% | -58.9% | -32.0% |
| 6M | +1.9% | +0.7% | +1.2% | +1.6% |
| YTD | +18.3% | -0.1% | +18.4% | +19.2% |
| 1Y | +71.0% | -10.7% | +81.7% | +79.3% |
| All | +71.0% | -11.4% | +82.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling