+85.6%
IREN vs PTC
+5.2%
+80.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.1% |
| 7D | +14.6% | -13.6% | +28.1% | +25.3% |
| 30D | +17.1% | -14.7% | +31.8% | +28.5% |
| 3M | -16.0% | -5.9% | -10.1% | -17.4% |
| 6M | +16.8% | -21.1% | +37.9% | +31.3% |
| YTD | +20.1% | -26.0% | +46.1% | +40.6% |
| 1Y | +50.3% | -36.8% | +87.1% | +105.4% |
| 3Y | +871.5% | -10.3% | +881.8% | +812.6% |
| All | +85.6% | +5.2% | +80.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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