-25.7%
IREN vs PEGA
-45.4%
+19.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.2% |
| 7D | -16.0% | +0.1% | -16.1% | -16.2% |
| 30D | -40.5% | -4.1% | -36.4% | -39.9% |
| 3M | -59.4% | -2.8% | -56.6% | -59.6% |
| 6M | -67.1% | -0.4% | -66.6% | -68.8% |
| YTD | -51.9% | -45.4% | -6.5% | -40.3% |
| 1Y | -62.7% | -42.6% | -20.0% | -54.8% |
| 3Y | +507.7% | +45.4% | +462.3% | +261.4% |
| All | -25.7% | -45.4% | +19.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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