-12.4%
IREN vs PM
+161.2%
-173.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.5% |
| 7D | -2.8% | -7.3% | +4.5% | -4.0% |
| 30D | -39.2% | -4.0% | -35.1% | -39.4% |
| 3M | -48.1% | +2.7% | -50.8% | -47.6% |
| 6M | -65.0% | +14.9% | -79.9% | -64.5% |
| YTD | -43.3% | +23.5% | -66.8% | -42.4% |
| 1Y | -65.7% | +30.4% | -96.0% | -64.9% |
| 3Y | +620.9% | +143.2% | +477.7% | +554.7% |
| All | -12.4% | +161.2% | -173.6% | -11.1% |
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