-19.3%
IREN vs PM
+162.7%
-182.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.4% | -7.7% |
| 7D | -19.3% | -6.6% | -12.7% | -20.2% |
| 30D | -43.9% | -3.4% | -40.5% | -44.1% |
| 3M | -49.1% | +5.3% | -54.4% | -48.5% |
| 6M | -67.8% | +15.5% | -83.3% | -67.3% |
| YTD | -47.8% | +24.3% | -72.0% | -46.9% |
| 1Y | -67.2% | +29.7% | -96.9% | -66.5% |
| 3Y | +566.6% | +144.9% | +421.6% | +505.9% |
| All | -19.3% | +162.7% | -182.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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