-19.3%
IREN vs PBF
+380.9%
-400.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.2% | -2.6% | -6.7% |
| 7D | -19.3% | -15.3% | -4.0% | -16.1% |
| 30D | -43.9% | -21.8% | -22.1% | -40.8% |
| 3M | -49.1% | -0.2% | -48.9% | -49.7% |
| 6M | -67.8% | +63.6% | -131.4% | -71.7% |
| YTD | -47.8% | +147.5% | -195.3% | -60.1% |
| 1Y | -67.2% | +69.8% | -137.0% | -72.5% |
| 3Y | +566.6% | +65.3% | +501.3% | +431.3% |
| All | -19.3% | +380.9% | -400.2% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling