+85.6%
IREN vs PEGA
-41.1%
+126.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.4% |
| 7D | +14.6% | -6.1% | +20.7% | +17.7% |
| 30D | +17.1% | +6.4% | +10.7% | +13.1% |
| 3M | -16.0% | +2.9% | -18.9% | -20.1% |
| 6M | +16.8% | -23.8% | +40.6% | +27.8% |
| YTD | +20.1% | -41.1% | +61.2% | +46.3% |
| 1Y | +50.3% | -38.2% | +88.5% | +75.4% |
| 3Y | +871.5% | +49.8% | +821.7% | +487.2% |
| All | +85.6% | -41.1% | +126.6% | +63.1% |
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