+904.9%
IREN vs LCID
-92.3%
+997.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.4% |
| 7D | +27.5% | +1.8% | +25.7% | +26.7% |
| 30D | +13.8% | -34.2% | +48.1% | +31.6% |
| 3M | -20.7% | -9.1% | -11.6% | -23.5% |
| 6M | +27.9% | -52.6% | +80.5% | +56.7% |
| YTD | +24.3% | -56.2% | +80.4% | +56.6% |
| 1Y | +79.2% | -74.9% | +154.1% | +175.5% |
| 3Y | +904.9% | -92.1% | +997.0% | +2,289.7% |
| All | +904.9% | -92.3% | +997.2% | +2,289.7% |
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