+91.9%
IREN vs CMS
+32.1%
+59.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.6% | +5.1% |
| 7D | +27.5% | +1.2% | +26.2% | +27.5% |
| 30D | +13.8% | -3.2% | +17.0% | +13.6% |
| 3M | -20.7% | -2.2% | -18.5% | -21.3% |
| 6M | +27.9% | -9.4% | +37.3% | +27.5% |
| YTD | +24.3% | +0.7% | +23.6% | +23.0% |
| 1Y | +79.2% | +0.4% | +78.8% | +77.6% |
| 3Y | +904.9% | +35.2% | +869.8% | +811.1% |
| All | +91.9% | +32.1% | +59.9% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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