-11.5%
IREN vs PEP
+2.2%
-13.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.0% | +21.0% | +19.7% |
| 7D | -9.6% | +2.9% | -12.6% | -8.5% |
| 30D | -44.1% | +14.2% | -58.3% | -41.6% |
| 3M | -42.9% | +3.2% | -46.1% | -41.7% |
| 6M | -64.5% | -7.4% | -57.1% | -64.0% |
| YTD | -42.7% | +1.5% | -44.2% | -41.5% |
| 1Y | -67.7% | +3.9% | -71.6% | -67.0% |
| 3Y | +547.9% | -5.5% | +553.4% | +548.2% |
| All | -11.5% | +2.2% | -13.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling