-20.3%
IREN vs CMS
+34.0%
-54.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -6.0% | -6.6% |
| 7D | +8.0% | -1.3% | +9.3% | +7.9% |
| 30D | -44.0% | +5.3% | -49.3% | -43.7% |
| 3M | -55.4% | -0.3% | -55.1% | -55.3% |
| 6M | -65.6% | -4.0% | -61.5% | -65.6% |
| YTD | -48.4% | +2.1% | -50.6% | -48.7% |
| 1Y | -65.0% | -4.7% | -60.3% | -65.0% |
| 3Y | +558.1% | +36.8% | +521.3% | +499.3% |
| All | -20.3% | +34.0% | -54.3% | -26.9% |
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