-25.7%
IREN vs CMS
+36.2%
-61.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.5% |
| 7D | -16.0% | +1.7% | -17.8% | -15.8% |
| 30D | -40.5% | +6.2% | -46.7% | -40.0% |
| 3M | -59.4% | +0.6% | -60.0% | -59.2% |
| 6M | -67.1% | -1.8% | -65.3% | -67.0% |
| YTD | -51.9% | +3.8% | -55.7% | -52.0% |
| 1Y | -62.7% | -1.8% | -60.9% | -62.6% |
| 3Y | +507.7% | +39.8% | +467.9% | +454.0% |
| All | -25.7% | +36.2% | -61.9% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling