+91.9%
IREN vs LBRT
+112.6%
-20.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.1% | +3.8% |
| 7D | +27.5% | +6.9% | +20.5% | +24.8% |
| 30D | +13.8% | +7.8% | +6.0% | +10.9% |
| 3M | -20.7% | -25.3% | +4.5% | -14.2% |
| 6M | +27.9% | -19.6% | +47.4% | +34.0% |
| YTD | +24.3% | +17.2% | +7.1% | +15.5% |
| 1Y | +79.2% | +114.1% | -34.9% | +36.2% |
| 3Y | +904.9% | +27.0% | +877.9% | +758.5% |
| All | +91.9% | +112.6% | -20.6% | +59.4% |
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