-19.3%
IREN vs PDD
-14.8%
-4.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.4% | -6.5% | -7.4% |
| 7D | -19.3% | -1.0% | -18.4% | -19.3% |
| 30D | -43.9% | -2.4% | -41.5% | -43.8% |
| 3M | -49.1% | -14.6% | -34.4% | -47.1% |
| 6M | -67.8% | -19.6% | -48.1% | -66.2% |
| YTD | -47.8% | -30.0% | -17.8% | -42.9% |
| 1Y | -67.2% | -42.5% | -24.7% | -61.9% |
| 3Y | +566.6% | -27.2% | +593.7% | +596.8% |
| All | -19.3% | -14.8% | -4.5% | -21.4% |
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