+439.8%
IREN vs APLD
+160.5%
+279.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -14.7% | -2.3% | -10.4% |
| 7D | -31.3% | -27.0% | -4.3% | -20.2% |
| 30D | -56.3% | -44.1% | -12.2% | -42.7% |
| 3M | -53.6% | -52.6% | -1.1% | -34.5% |
| 6M | -67.1% | -64.5% | -2.6% | -46.7% |
| YTD | -52.3% | -42.2% | -10.1% | -35.1% |
| 1Y | -76.4% | -57.2% | -19.2% | -64.4% |
| All | +439.8% | +160.5% | +279.3% | +246.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling