-11.5%
IREN vs PFE
-24.0%
+12.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.6% | +21.7% | +19.9% |
| 7D | -9.6% | -3.7% | -5.9% | -9.7% |
| 30D | -44.1% | +5.0% | -49.0% | -44.0% |
| 3M | -42.9% | +12.2% | -55.1% | -42.9% |
| 6M | -64.5% | +14.6% | -79.1% | -64.4% |
| YTD | -42.7% | +24.1% | -66.8% | -42.9% |
| 1Y | -67.7% | +26.6% | -94.2% | -67.9% |
| 3Y | +547.9% | +14.3% | +533.6% | +535.1% |
| All | -11.5% | -24.0% | +12.5% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling