-11.5%
IREN vs LBRT
+18.8%
-30.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +5.4% | +14.6% | +18.1% |
| 7D | -9.6% | -29.1% | +19.5% | +2.7% |
| 30D | -44.1% | -38.4% | -5.7% | -33.2% |
| 3M | -42.9% | -40.1% | -2.9% | -31.6% |
| 6M | -64.5% | -62.9% | -1.6% | -51.0% |
| YTD | -42.7% | -34.5% | -8.2% | -34.5% |
| 1Y | -67.7% | -30.2% | -37.5% | -63.7% |
| 3Y | +547.9% | -37.5% | +585.4% | +608.9% |
| All | -11.5% | +18.8% | -30.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling