-11.5%
IREN vs PCOR
-13.5%
+2.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.2% |
| 7D | -9.6% | +22.7% | -32.4% | -21.1% |
| 30D | -44.1% | +37.5% | -81.5% | -54.3% |
| 3M | -42.9% | +35.2% | -78.1% | -53.9% |
| 6M | -64.5% | +42.2% | -106.8% | -72.8% |
| YTD | -42.7% | +3.6% | -46.3% | -49.8% |
| 1Y | -67.7% | -4.8% | -62.9% | -69.8% |
| 3Y | +547.9% | +48.3% | +499.6% | +307.5% |
| All | -11.5% | -13.5% | +2.0% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling