-64.4%
IREN vs APLD
-48.0%
-16.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -7.1% |
| 7D | -2.8% | +3.1% | -5.9% | -4.0% |
| 30D | -39.2% | -29.4% | -9.8% | -19.1% |
| 3M | -48.1% | -42.8% | -5.3% | -19.1% |
| 6M | -65.0% | -59.5% | -5.5% | -30.6% |
| YTD | -43.3% | -31.8% | -11.5% | -23.6% |
| All | -64.4% | -48.0% | -16.4% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling