-19.3%
IREN vs PEP
+3.9%
-23.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.2% | -9.1% | -7.4% |
| 7D | -19.3% | +4.6% | -24.0% | -17.9% |
| 30D | -43.9% | +14.0% | -57.9% | -41.4% |
| 3M | -49.1% | +5.4% | -54.5% | -47.6% |
| 6M | -67.8% | -5.1% | -62.6% | -67.1% |
| YTD | -47.8% | +3.1% | -50.9% | -46.4% |
| 1Y | -67.2% | +4.8% | -72.0% | -66.3% |
| 3Y | +566.6% | -4.1% | +570.7% | +570.9% |
| All | -19.3% | +3.9% | -23.2% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling