+62.8%
IREN vs APLD
+255.7%
-192.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -3.6% |
| 7D | -2.8% | +3.1% | -5.9% | -2.8% |
| 30D | -39.2% | -29.4% | -9.8% | -30.9% |
| 3M | -48.1% | -42.8% | -5.3% | -36.6% |
| 6M | -65.0% | -59.5% | -5.5% | -51.8% |
| YTD | -43.3% | -31.8% | -11.5% | -31.8% |
| 1Y | -65.7% | -46.0% | -19.6% | -56.0% |
| 3Y | +620.9% | +252.0% | +368.9% | +378.4% |
| All | +62.8% | +255.7% | -192.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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