-11.5%
IREN vs PPL
+49.0%
-60.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.6% | +20.6% | +20.2% |
| 7D | -9.6% | +0.4% | -10.1% | -9.9% |
| 30D | -44.1% | +5.4% | -49.5% | -45.2% |
| 3M | -42.9% | +4.3% | -47.2% | -43.9% |
| 6M | -64.5% | -1.3% | -63.2% | -64.6% |
| YTD | -42.7% | +4.7% | -47.4% | -44.6% |
| 1Y | -67.7% | +1.3% | -68.9% | -68.3% |
| 3Y | +547.9% | +57.2% | +490.7% | +372.2% |
| All | -11.5% | +49.0% | -60.5% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling