-25.7%
IREN vs PR
+271.7%
-297.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -8.0% | -7.1% |
| 7D | -16.0% | +6.0% | -22.0% | -17.7% |
| 30D | -40.5% | -4.2% | -36.3% | -39.7% |
| 3M | -59.4% | +10.0% | -69.4% | -60.8% |
| 6M | -67.1% | +15.6% | -82.7% | -69.1% |
| YTD | -51.9% | +68.2% | -120.1% | -61.0% |
| 1Y | -62.7% | +79.2% | -141.9% | -70.4% |
| 3Y | +507.7% | +94.9% | +412.8% | +358.1% |
| All | -25.7% | +271.7% | -297.4% | -52.6% |
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