+597.0%
IREN vs PCAR
+37.3%
+559.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +4.1% |
| 7D | -4.0% | +2.2% | -6.2% | -5.4% |
| 30D | -40.1% | +0.3% | -40.4% | -40.6% |
| 3M | -47.6% | -17.9% | -29.6% | -40.3% |
| 6M | -62.2% | -3.4% | -58.8% | -61.8% |
| YTD | -44.8% | -0.1% | -44.7% | -45.3% |
| 1Y | -63.7% | +13.4% | -77.1% | -67.4% |
| All | +597.0% | +37.3% | +559.7% | +818.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 3y: compounded portfolio wealth divided by compounded PCAR 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…
3y analysis · Full analysis span regression · 6 months rolling