-11.5%
IREN vs CMS
+32.8%
-44.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.1% | +22.1% | +19.7% |
| 7D | -9.6% | -1.3% | -8.3% | -9.8% |
| 30D | -44.1% | +6.3% | -50.4% | -43.7% |
| 3M | -42.9% | -2.1% | -40.9% | -42.9% |
| 6M | -64.5% | -5.1% | -59.4% | -64.6% |
| YTD | -42.7% | +1.3% | -44.0% | -43.1% |
| 1Y | -67.7% | -1.4% | -66.3% | -67.8% |
| 3Y | +547.9% | +36.9% | +511.0% | +487.4% |
| All | -11.5% | +32.8% | -44.3% | -18.9% |
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 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