+566.6%
IREN vs LCID
-90.0%
+656.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +4.7% | -12.6% | -9.4% |
| 7D | -19.3% | +24.8% | -44.2% | -25.4% |
| 30D | -43.9% | -0.5% | -43.4% | -44.3% |
| 3M | -49.1% | -43.0% | -6.1% | -39.3% |
| 6M | -67.8% | -40.5% | -27.2% | -64.0% |
| YTD | -47.8% | -64.3% | +16.6% | -30.8% |
| 1Y | -67.2% | -78.1% | +10.8% | -48.7% |
| 3Y | +566.6% | -90.1% | +656.6% | +1,195.1% |
| All | +566.6% | -90.0% | +656.6% | +1,195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling