-20.3%
IREN vs PTC
+60.2%
-80.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | +8.0% | +0.8% | +7.2% | +7.6% |
| 30D | -44.0% | +1.2% | -45.2% | -44.3% |
| 3M | -55.4% | +32.6% | -88.0% | -63.6% |
| 6M | -65.6% | +36.1% | -101.6% | -73.5% |
| YTD | -48.4% | +12.7% | -61.1% | -54.6% |
| 1Y | -65.0% | +10.2% | -75.2% | -68.6% |
| 3Y | +558.1% | +29.4% | +528.7% | +388.1% |
| All | -20.3% | +60.2% | -80.6% | -51.7% |
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