+85.6%
IREN vs ZCMD
-100.0%
+185.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.5% |
| 7D | +14.6% | -4.1% | +18.7% | +14.7% |
| 30D | +17.1% | -22.7% | +39.8% | +17.9% |
| 3M | -16.0% | -62.5% | +46.5% | -18.0% |
| 6M | +16.8% | -99.5% | +116.3% | +20.3% |
| YTD | +20.1% | -99.7% | +119.9% | +24.9% |
| 1Y | +50.3% | -99.9% | +150.2% | +57.1% |
| 3Y | +871.5% | -100.0% | +971.5% | +933.2% |
| All | +85.6% | -100.0% | +185.6% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 all: compounded portfolio wealth divided by compounded ZCMD 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…
all analysis · Full analysis span regression · 6 months rolling