-19.3%
IREN vs PR
+250.3%
-269.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.8% | -8.1% |
| 7D | -19.3% | -9.5% | -9.8% | -16.3% |
| 30D | -43.9% | -5.7% | -38.2% | -42.8% |
| 3M | -49.1% | +3.0% | -52.1% | -49.7% |
| 6M | -67.8% | +11.8% | -79.6% | -69.4% |
| YTD | -47.8% | +58.5% | -106.2% | -56.8% |
| 1Y | -67.2% | +69.9% | -137.1% | -73.6% |
| 3Y | +566.6% | +84.9% | +481.6% | +411.5% |
| All | -19.3% | +250.3% | -269.6% | -47.5% |
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