+82.7%
IREN vs PHM
+152.9%
-70.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +26.0% | -3.2% | +29.2% | +28.3% |
| 30D | +14.9% | -6.4% | +21.3% | +19.1% |
| 3M | -27.8% | +5.5% | -33.3% | -32.1% |
| 6M | +1.9% | -5.4% | +7.4% | +3.1% |
| YTD | +18.3% | +6.6% | +11.7% | +9.6% |
| 1Y | +71.0% | -8.8% | +79.8% | +71.5% |
| 3Y | +882.0% | +54.1% | +827.9% | +511.5% |
| All | +82.7% | +152.9% | -70.2% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling