-12.4%
IREN vs PCOR
-12.2%
-0.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.8% |
| 7D | -2.8% | +22.2% | -25.0% | -14.8% |
| 30D | -39.2% | +36.0% | -75.2% | -50.0% |
| 3M | -48.1% | +34.0% | -82.1% | -57.8% |
| 6M | -65.0% | +43.5% | -108.5% | -73.3% |
| YTD | -43.3% | +5.1% | -48.4% | -50.8% |
| 1Y | -65.7% | -3.9% | -61.7% | -68.0% |
| 3Y | +620.9% | +52.9% | +568.0% | +345.8% |
| All | -12.4% | -12.2% | -0.2% | -31.9% |
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