+79.3%
IREN vs PFGC
+106.4%
-27.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | -1.9% | -4.8% | +2.9% | +1.1% |
| 30D | +0.4% | -12.5% | +12.9% | +8.9% |
| 3M | -22.7% | -9.7% | -13.0% | -20.2% |
| 6M | +4.4% | +7.0% | -2.6% | -4.6% |
| YTD | +16.0% | +4.5% | +11.6% | +8.3% |
| 1Y | +33.4% | -11.6% | +45.0% | +38.4% |
| 3Y | +948.6% | +58.5% | +890.1% | +623.4% |
| All | +79.3% | +106.4% | -27.1% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling