-19.3%
IREN vs LCID
-99.3%
+80.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +4.7% | -12.6% | -9.8% |
| 7D | -19.3% | +24.8% | -44.2% | -26.9% |
| 30D | -43.9% | -0.5% | -43.4% | -44.5% |
| 3M | -49.1% | -43.0% | -6.1% | -36.7% |
| 6M | -67.8% | -40.5% | -27.2% | -63.5% |
| YTD | -47.8% | -64.3% | +16.6% | -27.5% |
| 1Y | -67.2% | -78.1% | +10.8% | -43.6% |
| 3Y | +566.6% | -90.1% | +656.6% | +1,230.8% |
| All | -19.3% | -99.3% | +80.0% | +354.0% |
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