+79.3%
IREN vs PPG
-28.8%
+108.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.9% | -6.2% | +4.3% | +3.2% |
| 30D | +0.4% | -7.9% | +8.3% | +7.0% |
| 3M | -22.7% | -10.2% | -12.5% | -16.8% |
| 6M | +4.4% | +2.7% | +1.7% | +0.8% |
| YTD | +16.0% | +4.9% | +11.2% | +7.4% |
| 1Y | +33.4% | -3.2% | +36.6% | +30.7% |
| 3Y | +948.6% | -17.0% | +965.6% | +1,080.6% |
| All | +79.3% | -28.8% | +108.1% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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