-62.7%
IREN vs PENG
+130.4%
-193.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.5% | -1.3% | -3.4% |
| 7D | -16.0% | +13.2% | -29.3% | -22.5% |
| 30D | -40.5% | -29.9% | -10.6% | -27.6% |
| 3M | -59.4% | -22.2% | -37.2% | -54.6% |
| 6M | -67.1% | -1.9% | -65.2% | -70.4% |
| YTD | -51.9% | +142.1% | -194.0% | -77.5% |
| 1Y | -62.7% | +151.5% | -214.2% | -82.7% |
| All | -62.7% | +130.4% | -193.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling