-11.5%
IREN vs PLUG
-96.6%
+85.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +7.4% | +12.6% | +17.1% |
| 7D | -9.6% | +5.8% | -15.5% | -10.9% |
| 30D | -44.1% | -18.5% | -25.5% | -38.7% |
| 3M | -42.9% | -30.0% | -13.0% | -33.5% |
| 6M | -64.5% | -56.2% | -8.3% | -51.0% |
| YTD | -42.7% | -26.4% | -16.3% | -35.6% |
| 1Y | -67.7% | -42.2% | -25.5% | -61.0% |
| 3Y | +547.9% | -76.8% | +624.7% | +688.0% |
| All | -11.5% | -96.6% | +85.1% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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