+85.6%
IREN vs PPG
-27.7%
+113.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.5% |
| 7D | +14.6% | -3.7% | +18.3% | +18.0% |
| 30D | +17.1% | -7.2% | +24.3% | +23.9% |
| 3M | -16.0% | -7.3% | -8.7% | -11.8% |
| 6M | +16.8% | +0.3% | +16.6% | +14.8% |
| YTD | +20.1% | +6.5% | +13.6% | +9.8% |
| 1Y | +50.3% | +0.5% | +49.7% | +42.1% |
| 3Y | +871.5% | -15.3% | +886.8% | +974.3% |
| All | +85.6% | -27.7% | +113.3% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling