-20.3%
IREN vs PFGC
+141.6%
-161.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.9% |
| 7D | +8.0% | +0.3% | +7.8% | +7.7% |
| 30D | -44.0% | +16.1% | -60.2% | -50.0% |
| 3M | -55.4% | +2.4% | -57.8% | -57.0% |
| 6M | -65.6% | +15.7% | -81.3% | -70.4% |
| YTD | -48.4% | +22.3% | -70.7% | -57.2% |
| 1Y | -65.0% | +13.9% | -78.9% | -69.7% |
| 3Y | +558.1% | +80.3% | +477.8% | +309.3% |
| All | -20.3% | +141.6% | -161.9% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling