-25.7%
IREN vs PLUG
-97.4%
+71.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -10.5% | +3.8% | -2.6% |
| 7D | -16.0% | -23.4% | +7.4% | -6.8% |
| 30D | -40.5% | -23.4% | -17.1% | -33.3% |
| 3M | -59.4% | -51.7% | -7.7% | -45.5% |
| 6M | -67.1% | -72.0% | +4.9% | -45.5% |
| YTD | -51.9% | -43.7% | -8.2% | -40.0% |
| 1Y | -62.7% | -55.4% | -7.2% | -50.0% |
| 3Y | +507.7% | -68.0% | +575.7% | +547.1% |
| All | -25.7% | -97.4% | +71.7% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling