-67.7%
IREN vs APLD
-53.8%
-13.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +9.7% | +10.3% | +12.1% |
| 7D | -9.6% | -12.7% | +3.1% | +2.3% |
| 30D | -44.1% | -34.7% | -9.4% | -20.5% |
| 3M | -42.9% | -46.1% | +3.2% | -6.2% |
| 6M | -64.5% | -64.9% | +0.3% | -21.2% |
| YTD | -42.7% | -36.6% | -6.1% | -17.8% |
| 1Y | -67.7% | -50.0% | -17.7% | -46.5% |
| All | -67.7% | -53.8% | -13.9% | -46.5% |
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