-11.5%
IREN vs PTC
+59.3%
-70.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.2% | +19.8% | +19.9% |
| 7D | -9.6% | -0.2% | -9.4% | -9.5% |
| 30D | -44.1% | +0.8% | -44.8% | -44.3% |
| 3M | -42.9% | +32.1% | -75.1% | -53.5% |
| 6M | -64.5% | +42.6% | -107.1% | -74.2% |
| YTD | -42.7% | +12.0% | -54.7% | -49.3% |
| 1Y | -67.7% | +12.2% | -79.8% | -71.6% |
| 3Y | +547.9% | +31.2% | +516.7% | +372.4% |
| All | -11.5% | +59.3% | -70.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling