-19.3%
IREN vs PYPL
-71.9%
+52.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -6.4% |
| 7D | -19.3% | +1.0% | -20.3% | -19.8% |
| 30D | -43.9% | +5.9% | -49.8% | -46.3% |
| 3M | -49.1% | -0.2% | -48.8% | -49.5% |
| 6M | -67.8% | +30.3% | -98.1% | -74.5% |
| YTD | -47.8% | +1.6% | -49.3% | -52.3% |
| 1Y | -67.2% | -10.3% | -56.9% | -66.9% |
| 3Y | +566.6% | +8.5% | +558.0% | +474.1% |
| All | -19.3% | -71.9% | +52.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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