+79.3%
IREN vs PBF
+471.2%
-392.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.1% |
| 7D | -1.9% | +5.3% | -7.2% | -3.0% |
| 30D | +0.4% | +11.7% | -11.4% | -2.5% |
| 3M | -22.7% | +91.1% | -113.8% | -33.5% |
| 6M | +4.4% | +88.4% | -84.0% | -12.4% |
| YTD | +16.0% | +194.1% | -178.0% | -14.0% |
| 1Y | +33.4% | +180.4% | -147.0% | -1.5% |
| 3Y | +948.6% | +59.3% | +889.2% | +750.0% |
| All | +79.3% | +471.2% | -392.0% | +13.8% |
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