+439.8%
IREN vs PCOR
+44.3%
+395.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | 0.0% | -17.0% | -17.0% |
| 7D | -31.3% | +23.7% | -55.0% | -36.7% |
| 30D | -56.3% | +39.0% | -95.3% | -61.5% |
| 3M | -53.6% | +35.8% | -89.4% | -59.3% |
| 6M | -67.1% | +38.2% | -105.3% | -71.4% |
| YTD | -52.3% | +3.9% | -56.2% | -53.7% |
| 1Y | -76.4% | +5.7% | -82.1% | -77.5% |
| All | +439.8% | +44.3% | +395.5% | +311.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling