+547.9%
IREN vs PM
+144.1%
+403.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.8% | +21.8% | +19.3% |
| 7D | -9.6% | -5.2% | -4.4% | -11.5% |
| 30D | -44.1% | +2.7% | -46.8% | -43.1% |
| 3M | -42.9% | +6.1% | -49.1% | -41.1% |
| 6M | -64.5% | +18.0% | -82.5% | -62.3% |
| YTD | -42.7% | +26.6% | -69.3% | -38.0% |
| 1Y | -67.7% | +36.7% | -104.4% | -63.9% |
| 3Y | +547.9% | +146.0% | +401.9% | +589.4% |
| All | +547.9% | +144.1% | +403.8% | +589.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling