+79.3%
IREN vs CMI
+164.9%
-85.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.1% |
| 30D | +0.4% | -12.4% | +12.8% | +15.3% |
| 3M | -22.7% | -14.8% | -7.9% | -8.1% |
| 6M | +4.4% | +0.8% | +3.6% | +6.0% |
| YTD | +16.0% | +10.2% | +5.9% | +10.1% |
| 1Y | +33.4% | +37.4% | -4.0% | +0.7% |
| 3Y | +948.6% | +153.3% | +795.3% | +338.5% |
| All | +79.3% | +164.9% | -85.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling