-14.8%
IREN vs LDOS
+52.5%
-67.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.1% | +6.0% |
| 7D | -4.0% | -1.3% | -2.7% | -3.9% |
| 30D | -40.1% | +10.1% | -50.2% | -41.8% |
| 3M | -47.6% | -4.7% | -42.9% | -47.5% |
| 6M | -62.2% | +5.6% | -67.8% | -63.2% |
| YTD | -44.8% | -25.1% | -19.7% | -40.4% |
| 1Y | -63.7% | -31.7% | -32.0% | -59.6% |
| 3Y | +604.1% | +33.7% | +570.3% | +574.6% |
| All | -14.8% | +52.5% | -67.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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