-12.4%
IREN vs PR
+247.1%
-259.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.8% | -12.4% | +9.6% | +1.8% |
| 30D | -39.2% | -6.6% | -32.6% | -37.7% |
| 3M | -48.1% | +7.5% | -55.6% | -49.5% |
| 6M | -65.0% | +10.8% | -75.8% | -66.7% |
| YTD | -43.3% | +57.0% | -100.3% | -52.9% |
| 1Y | -65.7% | +67.9% | -133.6% | -72.2% |
| 3Y | +620.9% | +87.6% | +533.3% | +451.1% |
| All | -12.4% | +247.1% | -259.5% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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