+78.5%
IREN vs PSKY
-66.9%
+145.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.5% |
| 7D | +4.8% | -6.0% | +10.8% | +7.5% |
| 30D | +9.8% | +10.7% | -0.9% | +4.9% |
| 3M | -15.3% | +1.2% | -16.5% | -16.4% |
| 6M | +14.5% | +1.5% | +13.0% | +12.4% |
| YTD | +15.5% | -21.8% | +37.3% | +23.6% |
| 1Y | +29.8% | -30.2% | +59.9% | +41.8% |
| 3Y | +834.5% | -20.1% | +854.6% | +685.9% |
| All | +78.5% | -66.9% | +145.4% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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