+82.7%
IREN vs PYPL
-73.7%
+156.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +9.4% |
| 7D | +26.0% | +2.7% | +23.4% | +23.6% |
| 30D | +14.9% | -4.9% | +19.8% | +18.8% |
| 3M | -27.8% | +28.9% | -56.7% | -42.1% |
| 6M | +1.9% | +18.2% | -16.3% | -14.4% |
| YTD | +18.3% | -5.0% | +23.3% | +14.4% |
| 1Y | +71.0% | -18.8% | +89.8% | +87.2% |
| 3Y | +882.0% | -12.6% | +894.6% | +914.5% |
| All | +82.7% | -73.7% | +156.4% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling