+82.7%
IREN vs PENG
+73.8%
+9.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.4% | +0.8% | +3.9% |
| 7D | +26.0% | +4.5% | +21.5% | +23.2% |
| 30D | +14.9% | -7.1% | +22.0% | +19.2% |
| 3M | -27.8% | -27.3% | -0.5% | -17.7% |
| 6M | +1.9% | +169.6% | -167.7% | -42.6% |
| YTD | +18.3% | +164.6% | -146.3% | -33.0% |
| 1Y | +71.0% | +109.5% | -38.5% | +8.0% |
| 3Y | +882.0% | +98.9% | +783.1% | +457.6% |
| All | +82.7% | +73.8% | +9.0% | -15.2% |
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