-14.8%
IREN vs LCID
-99.3%
+84.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +6.7% |
| 7D | -4.0% | +8.9% | -12.9% | -7.1% |
| 30D | -40.1% | +6.8% | -47.0% | -42.4% |
| 3M | -47.6% | -45.2% | -2.3% | -33.8% |
| 6M | -62.2% | -39.1% | -23.1% | -57.8% |
| YTD | -44.8% | -65.3% | +20.5% | -22.6% |
| 1Y | -63.7% | -78.4% | +14.7% | -37.2% |
| 3Y | +604.1% | -90.3% | +694.4% | +1,320.4% |
| All | -14.8% | -99.3% | +84.6% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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