+547.9%
IREN vs APH
+258.9%
+289.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +4.1% | +15.9% | +15.7% |
| 7D | -9.6% | -5.9% | -3.7% | -1.8% |
| 30D | -44.1% | -14.8% | -29.3% | -32.3% |
| 3M | -42.9% | -12.4% | -30.5% | -33.3% |
| 6M | -64.5% | +8.1% | -72.6% | -66.7% |
| YTD | -42.7% | +10.9% | -53.7% | -49.7% |
| 1Y | -67.7% | +8.8% | -76.5% | -71.0% |
| 3Y | +547.9% | +262.1% | +285.8% | +142.9% |
| All | +547.9% | +258.9% | +289.0% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 3y: compounded portfolio wealth divided by compounded APH 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…
3y analysis · Full analysis span regression · 6 months rolling