-20.3%
IREN vs PFG
+87.4%
-107.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.2% |
| 7D | +8.0% | +0.1% | +7.9% | +7.4% |
| 30D | -44.0% | +5.0% | -49.0% | -46.9% |
| 3M | -55.4% | +0.1% | -55.4% | -56.1% |
| 6M | -65.6% | +13.8% | -79.3% | -70.7% |
| YTD | -48.4% | +31.2% | -79.7% | -62.7% |
| 1Y | -65.0% | +37.1% | -102.1% | -76.0% |
| 3Y | +558.1% | +80.6% | +477.5% | +233.4% |
| All | -20.3% | +87.4% | -107.8% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling