-25.7%
IREN vs PWR
+407.9%
-433.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.1% |
| 7D | -16.0% | +11.3% | -27.3% | -25.0% |
| 30D | -40.5% | -8.9% | -31.7% | -34.6% |
| 3M | -59.4% | -10.5% | -48.9% | -54.6% |
| 6M | -67.1% | -22.2% | -44.9% | -57.3% |
| YTD | -51.9% | +42.7% | -94.6% | -64.4% |
| 1Y | -62.7% | +41.1% | -103.8% | -71.9% |
| 3Y | +507.7% | +242.7% | +264.9% | +121.3% |
| All | -25.7% | +407.9% | -433.6% | -80.4% |
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