-11.5%
IREN vs PRU
+37.1%
-48.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.6% | +22.7% | +22.2% |
| 7D | -9.6% | +2.4% | -12.0% | -12.4% |
| 30D | -44.1% | +6.1% | -50.2% | -47.8% |
| 3M | -42.9% | -0.7% | -42.2% | -43.7% |
| 6M | -64.5% | +22.1% | -86.6% | -71.5% |
| YTD | -42.7% | +9.8% | -52.5% | -49.4% |
| 1Y | -67.7% | +19.4% | -87.0% | -73.9% |
| 3Y | +547.9% | +50.4% | +497.5% | +321.5% |
| All | -11.5% | +37.1% | -48.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling