-25.7%
IREN vs PCOR
-10.9%
-14.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -7.0% |
| 7D | -16.0% | +3.0% | -19.1% | -17.3% |
| 30D | -40.5% | +38.7% | -79.2% | -51.6% |
| 3M | -59.4% | +24.9% | -84.3% | -65.5% |
| 6M | -67.1% | +68.8% | -135.8% | -77.2% |
| YTD | -51.9% | +6.7% | -58.6% | -58.5% |
| 1Y | -62.7% | +3.0% | -65.7% | -66.9% |
| 3Y | +507.7% | +48.6% | +459.1% | +285.7% |
| All | -25.7% | -10.9% | -14.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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