+82.7%
IREN vs PFG
+93.6%
-10.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +8.8% |
| 7D | +26.0% | +5.5% | +20.5% | +19.4% |
| 30D | +14.9% | +2.4% | +12.5% | +11.8% |
| 3M | -27.8% | +13.6% | -41.4% | -37.7% |
| 6M | +1.9% | +27.9% | -26.0% | -21.9% |
| YTD | +18.3% | +35.6% | -17.3% | -16.1% |
| 1Y | +71.0% | +48.5% | +22.5% | +8.1% |
| 3Y | +882.0% | +66.9% | +815.1% | +455.4% |
| All | +82.7% | +93.6% | -10.8% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling