+547.9%
IREN vs PRU
+46.4%
+501.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.6% | +22.7% | +21.9% |
| 7D | -9.6% | +2.4% | -12.0% | -12.0% |
| 30D | -44.1% | +6.1% | -50.2% | -47.4% |
| 3M | -42.9% | -0.7% | -42.2% | -43.5% |
| 6M | -64.5% | +22.1% | -86.6% | -71.3% |
| YTD | -42.7% | +9.8% | -52.5% | -49.0% |
| 1Y | -67.7% | +19.4% | -87.0% | -73.7% |
| 3Y | +547.9% | +50.4% | +497.5% | +370.1% |
| All | +547.9% | +46.4% | +501.5% | +370.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling