+91.9%
IREN vs PRU
+37.2%
+54.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +6.9% |
| 7D | +27.5% | +1.9% | +25.5% | +25.3% |
| 30D | +13.8% | -0.4% | +14.3% | +13.9% |
| 3M | -20.7% | +16.4% | -37.1% | -32.2% |
| 6M | +27.9% | +26.0% | +1.8% | +1.2% |
| YTD | +24.3% | +9.9% | +14.3% | +11.5% |
| 1Y | +79.2% | +18.8% | +60.4% | +47.7% |
| 3Y | +904.9% | +45.4% | +859.6% | +591.9% |
| All | +91.9% | +37.2% | +54.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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