+85.6%
IREN vs CMG
-1.9%
+87.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.4% |
| 7D | +14.6% | -6.5% | +21.0% | +20.3% |
| 30D | +17.1% | +12.1% | +5.0% | +6.1% |
| 3M | -16.0% | +20.6% | -36.6% | -30.7% |
| 6M | +16.8% | +2.1% | +14.7% | +8.6% |
| YTD | +20.1% | -2.6% | +22.7% | +16.0% |
| 1Y | +50.3% | -8.7% | +59.0% | +47.1% |
| 3Y | +871.5% | -7.4% | +878.9% | +748.4% |
| All | +85.6% | -1.9% | +87.4% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling