-26.3%
IREN vs PCOR
-13.2%
-13.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | 0.0% | -17.0% | -17.0% |
| 7D | -31.3% | +23.7% | -55.0% | -40.3% |
| 30D | -56.3% | +39.0% | -95.3% | -64.5% |
| 3M | -53.6% | +35.8% | -89.4% | -62.6% |
| 6M | -67.1% | +38.2% | -105.3% | -74.4% |
| YTD | -52.3% | +3.9% | -56.2% | -58.3% |
| 1Y | -76.4% | +5.7% | -82.1% | -79.8% |
| 3Y | +416.6% | +44.8% | +371.8% | +231.4% |
| All | -26.3% | -13.2% | -13.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling