+439.8%
IREN vs PR
+61.1%
+378.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -4.9% | -12.1% | -15.1% |
| 7D | -31.3% | -16.5% | -14.8% | -26.3% |
| 30D | -56.3% | -4.5% | -51.8% | -55.5% |
| 3M | -53.6% | +8.5% | -62.2% | -55.4% |
| 6M | -67.1% | -3.3% | -63.7% | -67.1% |
| YTD | -52.3% | +55.7% | -108.0% | -63.3% |
| 1Y | -76.4% | +82.0% | -158.4% | -83.6% |
| All | +439.8% | +61.1% | +378.7% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling