-20.3%
IREN vs PCG
+8.2%
-28.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.1% |
| 7D | +8.0% | -2.0% | +10.0% | +8.7% |
| 30D | -44.0% | -2.7% | -41.3% | -43.4% |
| 3M | -55.4% | -25.1% | -30.3% | -50.5% |
| 6M | -65.6% | -22.3% | -43.3% | -62.7% |
| YTD | -48.4% | -18.5% | -29.9% | -46.3% |
| 1Y | -65.0% | -21.8% | -43.2% | -62.7% |
| 3Y | +558.1% | -21.0% | +579.1% | +575.3% |
| All | -20.3% | +8.2% | -28.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling