-67.4%
IREN vs PFG
+46.8%
-114.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.1% | -15.4% | -10.7% |
| 7D | -24.7% | +4.9% | -29.6% | -24.2% |
| 30D | -46.4% | +5.7% | -52.0% | -46.0% |
| 3M | -46.9% | +2.6% | -49.4% | -46.9% |
| 6M | -56.1% | +19.8% | -75.9% | -56.0% |
| YTD | -42.5% | +36.3% | -78.8% | -40.1% |
| 1Y | -67.4% | +47.9% | -115.3% | -64.3% |
| All | -67.4% | +46.8% | -114.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling