+82.7%
IREN vs PCAR
+151.3%
-68.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +26.0% | -0.5% | +26.5% | +26.5% |
| 30D | +14.9% | -6.2% | +21.1% | +21.0% |
| 3M | -27.8% | +5.9% | -33.7% | -31.1% |
| 6M | +1.9% | +0.4% | +1.5% | +1.7% |
| YTD | +18.3% | +14.8% | +3.5% | +6.0% |
| 1Y | +71.0% | +30.1% | +40.9% | +35.9% |
| 3Y | +882.0% | +66.7% | +815.3% | +519.6% |
| All | +82.7% | +151.3% | -68.6% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling