P2

 = if [CalendarDate] >= List.Min(Table.SelectRows(IterationsTable, each [Start Date] <= c[CalendarDate] and [End Date] >= c[CalendarDate] and [Sprint Name] <> null)[Start Date]) and 

     [CalendarDate] <= List.Max(Table.SelectRows(IterationsTable, each [Start Date] <= c[CalendarDate] and [End Date] >= c[CalendarDate] and [Sprint Name] <> null)[End Date]) then 

     Text.Combine(Table.SelectRows(IterationsTable, each [Start Date] <= c[CalendarDate] and [End Date] >= c[CalendarDate] and [Sprint Name] <> null)[Sprint Name], ", ") 

   else null