+566.6%
IREN vs PENG
+191.8%
+374.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.5% | -6.5% |
| 7D | -19.3% | -16.1% | -3.3% | -10.8% |
| 30D | -43.9% | -41.5% | -2.5% | -24.2% |
| 3M | -49.1% | -19.1% | -30.0% | -44.2% |
| 6M | -67.8% | +0.9% | -68.7% | -70.6% |
| YTD | -47.8% | +128.2% | -176.0% | -70.7% |
| 1Y | -67.2% | +98.6% | -165.8% | -80.1% |
| 3Y | +566.6% | +188.2% | +378.4% | +198.1% |
| All | +566.6% | +191.8% | +374.8% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling