-63.7%
IREN vs CMS
-2.8%
-60.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.3% |
| 7D | -4.0% | -1.1% | -2.9% | -5.2% |
| 30D | -40.1% | +6.6% | -46.7% | -34.8% |
| 3M | -47.6% | +0.8% | -48.4% | -46.0% |
| 6M | -62.2% | -3.3% | -58.9% | -62.5% |
| YTD | -44.8% | +2.7% | -47.5% | -43.0% |
| 1Y | -63.7% | -4.0% | -59.7% | -59.5% |
| All | -63.7% | -2.8% | -60.8% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling