+82.7%
IREN vs PLUG
-95.0%
+177.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.4% | +6.2% |
| 7D | +26.0% | -0.9% | +26.9% | +26.5% |
| 30D | +14.9% | +3.3% | +11.6% | +14.1% |
| 3M | -27.8% | -39.7% | +11.9% | -11.8% |
| 6M | +1.9% | -12.5% | +14.4% | +6.2% |
| YTD | +18.3% | +10.2% | +8.1% | +12.6% |
| 1Y | +71.0% | +50.7% | +20.3% | +37.8% |
| 3Y | +882.0% | -74.5% | +956.5% | +1,102.5% |
| All | +82.7% | -95.0% | +177.7% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling