+71.0%
IREN vs PFGC
-5.1%
+76.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.3% |
| 7D | +26.0% | -2.2% | +28.2% | +26.3% |
| 30D | +14.9% | -11.9% | +26.8% | +16.3% |
| 3M | -27.8% | +5.0% | -32.8% | -34.3% |
| 6M | +1.9% | +8.6% | -6.7% | -8.9% |
| YTD | +18.3% | +9.7% | +8.6% | +11.6% |
| 1Y | +71.0% | -6.3% | +77.3% | +51.2% |
| All | +71.0% | -5.1% | +76.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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