-25.7%
IREN vs APD
+19.2%
-44.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | +3.8% | -19.9% | -17.0% |
| 30D | -40.5% | +8.2% | -48.7% | -42.1% |
| 3M | -59.4% | +4.3% | -63.7% | -60.1% |
| 6M | -67.1% | +4.7% | -71.8% | -67.9% |
| YTD | -51.9% | +31.5% | -83.4% | -57.7% |
| 1Y | -62.7% | +23.5% | -86.2% | -66.4% |
| 3Y | +507.7% | +29.1% | +478.6% | +429.2% |
| All | -25.7% | +19.2% | -44.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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