+82.7%
IREN vs PFE
-26.4%
+109.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.3% |
| 7D | +26.0% | +1.8% | +24.3% | +26.0% |
| 30D | +14.9% | +10.2% | +4.7% | +14.9% |
| 3M | -27.8% | +12.7% | -40.5% | -27.7% |
| 6M | +1.9% | +10.5% | -8.6% | +2.1% |
| YTD | +18.3% | +20.2% | -1.9% | +17.7% |
| 1Y | +71.0% | +24.1% | +46.9% | +69.2% |
| 3Y | +882.0% | -3.6% | +885.5% | +864.7% |
| All | +82.7% | -26.4% | +109.2% | +63.1% |
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