+239.8%
IREN vs APLD
+461.1%
-221.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.7% |
| 7D | +26.0% | +4.1% | +22.0% | +24.5% |
| 30D | +14.9% | -11.7% | +26.6% | +20.1% |
| 3M | -27.8% | -40.3% | +12.5% | -13.4% |
| 6M | +1.9% | -8.0% | +9.9% | +8.0% |
| YTD | +18.3% | +7.5% | +10.8% | +21.1% |
| 1Y | +71.0% | +84.0% | -13.0% | +52.3% |
| 3Y | +882.0% | +356.2% | +525.7% | +474.7% |
| All | +239.8% | +461.1% | -221.3% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling