+85.6%
IREN vs PBR
+537.6%
-452.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | +14.6% | +0.3% | +14.2% | +14.4% |
| 30D | +17.1% | +17.5% | -0.4% | +10.2% |
| 3M | -16.0% | +20.9% | -36.9% | -22.0% |
| 6M | +16.8% | +20.2% | -3.4% | +6.4% |
| YTD | +20.1% | +84.3% | -64.2% | -7.3% |
| 1Y | +50.3% | +77.1% | -26.8% | +17.5% |
| 3Y | +871.5% | +100.8% | +770.7% | +610.0% |
| All | +85.6% | +537.6% | -452.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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