-11.5%
IREN vs PM
+167.6%
-179.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.8% | +21.8% | +19.7% |
| 7D | -9.6% | -5.2% | -4.4% | -10.4% |
| 30D | -44.1% | +2.7% | -46.8% | -43.6% |
| 3M | -42.9% | +6.1% | -49.1% | -42.2% |
| 6M | -64.5% | +18.0% | -82.5% | -63.9% |
| YTD | -42.7% | +26.6% | -69.3% | -41.6% |
| 1Y | -67.7% | +36.7% | -104.4% | -66.8% |
| 3Y | +547.9% | +146.0% | +401.9% | +493.0% |
| All | -11.5% | +167.6% | -179.1% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling