-14.8%
IREN vs PWR
+412.9%
-427.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.4% | +1.4% |
| 7D | -4.0% | +4.7% | -8.7% | -7.8% |
| 30D | -40.1% | -12.5% | -27.6% | -31.3% |
| 3M | -47.6% | -9.3% | -38.2% | -42.1% |
| 6M | -62.2% | -22.2% | -40.0% | -51.2% |
| YTD | -44.8% | +44.2% | -89.0% | -59.6% |
| 1Y | -63.7% | +35.5% | -99.2% | -71.6% |
| 3Y | +604.1% | +250.4% | +353.6% | +151.2% |
| All | -14.8% | +412.9% | -427.7% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling