+78.5%
IREN vs PINS
-61.2%
+139.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -5.0% |
| 7D | +4.8% | -9.9% | +14.7% | +9.4% |
| 30D | +9.8% | -20.9% | +30.7% | +20.6% |
| 3M | -15.3% | -13.7% | -1.6% | -12.1% |
| 6M | +14.5% | -3.0% | +17.5% | +11.5% |
| YTD | +15.5% | -27.5% | +43.0% | +25.5% |
| 1Y | +29.8% | -46.8% | +76.5% | +59.7% |
| 3Y | +834.5% | -31.8% | +866.3% | +840.9% |
| All | +78.5% | -61.2% | +139.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PINS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling