-14.8%
IREN vs PBF
+408.7%
-423.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +4.3% |
| 7D | -4.0% | -4.0% | 0.0% | -2.9% |
| 30D | -40.1% | -18.0% | -22.1% | -37.5% |
| 3M | -47.6% | +0.9% | -48.5% | -48.3% |
| 6M | -62.2% | +65.7% | -127.9% | -66.9% |
| YTD | -44.8% | +161.9% | -206.7% | -58.4% |
| 1Y | -63.7% | +77.8% | -141.5% | -69.8% |
| 3Y | +604.1% | +74.9% | +529.2% | +454.3% |
| All | -14.8% | +408.7% | -423.5% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling