+82.7%
IREN vs PCG
+18.8%
+64.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.8% | +6.3% |
| 7D | +26.0% | -13.9% | +39.9% | +31.6% |
| 30D | +14.9% | -16.9% | +31.7% | +22.4% |
| 3M | -27.8% | -14.7% | -13.0% | -24.7% |
| 6M | +1.9% | -23.8% | +25.7% | +12.3% |
| YTD | +18.3% | -10.5% | +28.8% | +18.6% |
| 1Y | +71.0% | -5.1% | +76.1% | +65.4% |
| 3Y | +882.0% | -11.6% | +893.6% | +859.1% |
| All | +82.7% | +18.8% | +64.0% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling