+85.6%
IREN vs PANW
+281.9%
-196.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.0% |
| 7D | +14.6% | +2.0% | +12.6% | +13.4% |
| 30D | +17.1% | -13.0% | +30.1% | +24.9% |
| 3M | -16.0% | +28.6% | -44.6% | -29.3% |
| 6M | +16.8% | +103.0% | -86.2% | -27.6% |
| YTD | +20.1% | +81.9% | -61.8% | -21.2% |
| 1Y | +50.3% | +69.6% | -19.3% | +3.3% |
| 3Y | +871.5% | +169.4% | +702.1% | +354.5% |
| All | +85.6% | +281.9% | -196.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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