+78.5%
IREN vs CMG
-1.6%
+80.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.0% |
| 7D | +4.8% | -3.8% | +8.6% | +7.9% |
| 30D | +9.8% | +12.9% | -3.1% | -1.1% |
| 3M | -15.3% | +18.8% | -34.1% | -29.2% |
| 6M | +14.5% | +4.1% | +10.4% | +4.7% |
| YTD | +15.5% | -2.4% | +17.9% | +11.3% |
| 1Y | +29.8% | -6.7% | +36.4% | +24.6% |
| 3Y | +834.5% | -7.1% | +841.6% | +714.2% |
| All | +78.5% | -1.6% | +80.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling