+78.5%
IREN vs PSLV
+139.0%
-60.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -0.9% |
| 7D | +4.8% | -4.9% | +9.7% | +7.5% |
| 30D | +9.8% | -1.9% | +11.7% | +11.2% |
| 3M | -15.3% | +4.2% | -19.5% | -17.0% |
| 6M | +14.5% | -27.6% | +42.1% | +33.9% |
| YTD | +15.5% | -11.7% | +27.2% | +12.9% |
| 1Y | +29.8% | +49.3% | -19.6% | -14.3% |
| 3Y | +834.5% | +167.1% | +667.3% | +287.9% |
| All | +78.5% | +139.0% | -60.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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