+439.8%
IREN vs PPL
+56.9%
+382.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.8% | -17.7% | -16.8% |
| 7D | -31.3% | +1.0% | -32.4% | -31.2% |
| 30D | -56.3% | +6.8% | -63.1% | -55.9% |
| 3M | -53.6% | +3.9% | -57.5% | -53.3% |
| 6M | -67.1% | -2.0% | -65.0% | -66.9% |
| YTD | -52.3% | +5.3% | -57.5% | -52.2% |
| 1Y | -76.4% | +2.2% | -78.6% | -76.3% |
| All | +439.8% | +56.9% | +382.9% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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