+91.9%
IREN vs PFE
-28.1%
+120.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.4% | +5.0% |
| 7D | +27.5% | -2.7% | +30.1% | +27.5% |
| 30D | +13.8% | +3.8% | +10.0% | +13.8% |
| 3M | -20.7% | +10.4% | -31.1% | -20.6% |
| 6M | +27.9% | +6.3% | +21.6% | +28.2% |
| YTD | +24.3% | +17.4% | +6.9% | +23.7% |
| 1Y | +79.2% | +21.1% | +58.1% | +77.3% |
| 3Y | +904.9% | -1.6% | +906.5% | +887.4% |
| All | +91.9% | -28.1% | +120.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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