-20.3%
IREN vs PBF
+420.1%
-440.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.8% | -7.0% |
| 7D | +8.0% | +4.3% | +3.8% | +7.0% |
| 30D | -44.0% | -21.8% | -22.2% | -40.9% |
| 3M | -55.4% | +1.7% | -57.1% | -56.1% |
| 6M | -65.6% | +69.8% | -135.3% | -70.0% |
| YTD | -48.4% | +167.7% | -216.2% | -61.3% |
| 1Y | -65.0% | +89.0% | -154.0% | -71.4% |
| 3Y | +558.1% | +78.8% | +479.3% | +415.4% |
| All | -20.3% | +420.1% | -440.4% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling