+904.9%
IREN vs PEGA
+48.1%
+856.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.2% | +6.0% |
| 7D | +27.5% | -2.4% | +29.9% | +28.1% |
| 30D | +13.8% | +9.6% | +4.2% | +10.9% |
| 3M | -20.7% | +2.3% | -23.0% | -22.1% |
| 6M | +27.9% | -23.9% | +51.8% | +36.7% |
| YTD | +24.3% | -39.8% | +64.0% | +40.9% |
| 1Y | +79.2% | -37.4% | +116.6% | +99.2% |
| 3Y | +904.9% | +53.1% | +851.8% | +937.8% |
| All | +904.9% | +48.1% | +856.9% | +937.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling