-19.3%
IREN vs APD
+16.8%
-36.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -8.0% |
| 7D | -19.3% | -0.2% | -19.1% | -19.3% |
| 30D | -43.9% | +11.0% | -55.0% | -45.9% |
| 3M | -49.1% | +1.3% | -50.4% | -49.5% |
| 6M | -67.8% | +6.4% | -74.1% | -68.8% |
| YTD | -47.8% | +28.9% | -76.7% | -53.8% |
| 1Y | -67.2% | +23.2% | -90.4% | -70.6% |
| 3Y | +566.6% | +26.3% | +540.2% | +484.6% |
| All | -19.3% | +16.8% | -36.1% | -43.5% |
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