+79.3%
IREN vs PG
+11.7%
+67.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.9% |
| 7D | -1.9% | -0.8% | -1.1% | -2.1% |
| 30D | +0.4% | +0.8% | -0.5% | +0.7% |
| 3M | -22.7% | -1.3% | -21.4% | -22.6% |
| 6M | +4.4% | -3.8% | +8.2% | +3.7% |
| YTD | +16.0% | +3.6% | +12.4% | +17.5% |
| 1Y | +33.4% | -5.7% | +39.2% | +33.9% |
| 3Y | +948.6% | +1.6% | +947.0% | +939.4% |
| All | +79.3% | +11.7% | +67.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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