-14.8%
IREN vs PENG
+65.4%
-80.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.3% | -4.7% | 0.0% |
| 7D | -4.0% | +1.9% | -5.9% | -5.1% |
| 30D | -40.1% | -37.8% | -2.3% | -23.0% |
| 3M | -47.6% | -14.1% | -33.5% | -44.6% |
| 6M | -62.2% | +13.1% | -75.3% | -67.1% |
| YTD | -44.8% | +151.8% | -196.6% | -68.6% |
| 1Y | -63.7% | +136.0% | -199.7% | -78.6% |
| 3Y | +604.1% | +217.9% | +386.1% | +237.6% |
| All | -14.8% | +65.4% | -80.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling