+547.9%
IREN vs PR
+64.2%
+483.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.9% | +18.1% | +19.3% |
| 7D | -9.6% | -16.4% | +6.8% | -3.1% |
| 30D | -44.1% | -1.9% | -42.2% | -43.6% |
| 3M | -42.9% | +8.0% | -50.9% | -44.9% |
| 6M | -64.5% | +4.1% | -68.6% | -65.6% |
| YTD | -42.7% | +58.7% | -101.4% | -56.3% |
| 1Y | -67.7% | +75.8% | -143.5% | -76.8% |
| 3Y | +547.9% | +73.2% | +474.7% | +290.5% |
| All | +547.9% | +64.2% | +483.7% | +290.5% |
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 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