-25.7%
IREN vs PSA
+27.3%
-53.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | -16.0% | -1.4% | -14.6% | -15.7% |
| 30D | -40.5% | +15.2% | -55.7% | -43.0% |
| 3M | -59.4% | +2.2% | -61.6% | -59.7% |
| 6M | -67.1% | +11.7% | -78.7% | -68.8% |
| YTD | -51.9% | +32.0% | -83.9% | -57.3% |
| 1Y | -62.7% | +26.3% | -88.9% | -66.3% |
| 3Y | +507.7% | +52.4% | +455.3% | +368.1% |
| All | -25.7% | +27.3% | -53.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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