-20.3%
IREN vs PHM
+158.5%
-178.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.5% |
| 7D | +8.0% | -6.1% | +14.1% | +11.4% |
| 30D | -44.0% | +13.7% | -57.8% | -49.0% |
| 3M | -55.4% | -1.5% | -53.9% | -56.1% |
| 6M | -65.6% | +11.3% | -76.8% | -69.2% |
| YTD | -48.4% | +8.9% | -57.3% | -53.8% |
| 1Y | -65.0% | +6.1% | -71.1% | -68.4% |
| 3Y | +558.1% | +57.7% | +500.4% | +295.9% |
| All | -20.3% | +158.5% | -178.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling