-67.4%
IREN vs PEP
+2.4%
-69.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.8% | -15.0% | -6.7% |
| 7D | -24.7% | +7.4% | -32.1% | -17.2% |
| 30D | -46.4% | +13.3% | -59.7% | -37.1% |
| 3M | -46.9% | +3.5% | -50.3% | -42.8% |
| 6M | -56.1% | -5.9% | -50.2% | -54.0% |
| YTD | -42.5% | +2.3% | -44.8% | -37.1% |
| 1Y | -67.4% | +3.7% | -71.1% | -66.8% |
| All | -67.4% | +2.4% | -69.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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