+82.7%
IREN vs PPL
+44.9%
+37.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +26.0% | +2.7% | +23.4% | +24.9% |
| 30D | +14.9% | +0.5% | +14.4% | +14.8% |
| 3M | -27.8% | +0.7% | -28.4% | -28.5% |
| 6M | +1.9% | -7.6% | +9.5% | +4.2% |
| YTD | +18.3% | +1.8% | +16.5% | +15.7% |
| 1Y | +71.0% | -0.8% | +71.7% | +69.6% |
| 3Y | +882.0% | +56.9% | +825.1% | +613.0% |
| All | +82.7% | +44.9% | +37.9% | +27.6% |
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