-12.4%
IREN vs PDD
-13.6%
+1.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.2% |
| 7D | -2.8% | -1.4% | -1.3% | -2.7% |
| 30D | -39.2% | -1.0% | -38.1% | -39.3% |
| 3M | -48.1% | -12.3% | -35.8% | -46.5% |
| 6M | -65.0% | -18.5% | -46.5% | -63.5% |
| YTD | -43.3% | -29.0% | -14.3% | -38.3% |
| 1Y | -65.7% | -40.7% | -25.0% | -60.5% |
| 3Y | +620.9% | -25.7% | +646.6% | +649.0% |
| All | -12.4% | -13.6% | +1.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling