-19.3%
IREN vs PWR
+392.0%
-411.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.4% | -6.4% | -6.5% |
| 7D | -19.3% | -11.2% | -8.1% | -9.0% |
| 30D | -43.9% | -17.4% | -26.5% | -32.0% |
| 3M | -49.1% | -11.7% | -37.3% | -42.3% |
| 6M | -67.8% | -21.7% | -46.1% | -58.8% |
| YTD | -47.8% | +38.3% | -86.0% | -60.2% |
| 1Y | -67.2% | +29.6% | -96.8% | -73.2% |
| 3Y | +566.6% | +236.1% | +330.4% | +147.7% |
| All | -19.3% | +392.0% | -411.3% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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