+58.5%
IREN vs APLD
+281.1%
-222.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.4% | -1.7% | +3.2% |
| 7D | -4.0% | +7.8% | -11.8% | -5.8% |
| 30D | -40.1% | -23.0% | -17.1% | -33.8% |
| 3M | -47.6% | -39.7% | -7.9% | -37.2% |
| 6M | -62.2% | -59.8% | -2.4% | -47.7% |
| YTD | -44.8% | -27.0% | -17.9% | -35.1% |
| 1Y | -63.7% | -37.3% | -26.4% | -55.4% |
| 3Y | +604.1% | +281.9% | +322.2% | +355.7% |
| All | +58.5% | +281.1% | -222.6% | +1.6% |
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