-12.4%
IREN vs PEGA
-47.6%
+35.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | +0.6% |
| 7D | -2.8% | -10.0% | +7.2% | +1.6% |
| 30D | -39.2% | -12.7% | -26.5% | -35.8% |
| 3M | -48.1% | -4.6% | -43.5% | -48.1% |
| 6M | -65.0% | -13.1% | -51.9% | -64.5% |
| YTD | -43.3% | -47.6% | +4.3% | -28.2% |
| 1Y | -65.7% | -47.0% | -18.7% | -56.7% |
| 3Y | +620.9% | +42.0% | +578.9% | +331.4% |
| All | -12.4% | -47.6% | +35.1% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling