+91.9%
IREN vs PCG
+23.1%
+68.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +3.6% |
| 7D | +27.5% | +5.4% | +22.1% | +24.6% |
| 30D | +13.8% | -15.1% | +28.9% | +20.3% |
| 3M | -20.7% | -9.8% | -10.9% | -19.0% |
| 6M | +27.9% | -18.0% | +45.9% | +36.1% |
| YTD | +24.3% | -7.2% | +31.5% | +22.9% |
| 1Y | +79.2% | +2.9% | +76.3% | +66.6% |
| 3Y | +904.9% | -11.1% | +916.0% | +888.7% |
| All | +91.9% | +23.1% | +68.9% | +45.9% |
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