+507.7%
IREN vs PLUG
-66.9%
+574.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -10.5% | +3.8% | -3.3% |
| 7D | -16.0% | -23.4% | +7.4% | -8.4% |
| 30D | -40.5% | -23.4% | -17.1% | -34.6% |
| 3M | -59.4% | -51.7% | -7.7% | -48.4% |
| 6M | -67.1% | -72.0% | +4.9% | -50.9% |
| YTD | -51.9% | -43.7% | -8.2% | -41.5% |
| 1Y | -62.7% | -55.4% | -7.2% | -52.2% |
| 3Y | +507.7% | -68.0% | +575.7% | +697.9% |
| All | +507.7% | -66.9% | +574.6% | +697.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling