+85.6%
IREN vs LCID
-99.2%
+184.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -0.1% |
| 7D | +14.6% | -9.3% | +23.9% | +19.2% |
| 30D | +17.1% | -35.4% | +52.5% | +40.3% |
| 3M | -16.0% | -17.1% | +1.1% | -16.7% |
| 6M | +16.8% | -58.9% | +75.8% | +55.8% |
| YTD | +20.1% | -59.6% | +79.7% | +60.6% |
| 1Y | +50.3% | -78.0% | +128.3% | +160.1% |
| 3Y | +871.5% | -92.7% | +964.2% | +2,241.7% |
| All | +85.6% | -99.2% | +184.8% | +905.6% |
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