-11.5%
IREN vs PENG
+40.4%
-51.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +12.4% | +7.6% | +13.3% |
| 7D | -9.6% | -19.4% | +9.8% | +2.2% |
| 30D | -44.1% | -42.4% | -1.7% | -24.7% |
| 3M | -42.9% | -25.6% | -17.3% | -34.4% |
| 6M | -64.5% | +7.3% | -71.8% | -68.0% |
| YTD | -42.7% | +113.9% | -156.6% | -64.2% |
| 1Y | -67.7% | +93.6% | -161.2% | -78.8% |
| 3Y | +547.9% | +170.2% | +377.7% | +240.7% |
| All | -11.5% | +40.4% | -51.9% | -54.7% |
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 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