+48.1%
IREN vs APLD
+260.6%
-212.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.4% | -1.2% | -4.7% |
| 7D | +8.0% | +19.6% | -11.6% | +2.1% |
| 30D | -44.0% | -24.5% | -19.6% | -37.7% |
| 3M | -55.4% | -45.6% | -9.8% | -44.7% |
| 6M | -65.6% | -61.4% | -4.1% | -51.7% |
| YTD | -48.4% | -30.9% | -17.6% | -38.1% |
| 1Y | -65.0% | -35.8% | -29.2% | -57.1% |
| 3Y | +558.1% | +261.4% | +296.7% | +334.0% |
| All | +48.1% | +260.6% | -212.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling