-20.3%
IREN vs LDOS
+49.4%
-69.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.2% |
| 7D | +8.0% | -3.5% | +11.5% | +8.6% |
| 30D | -44.0% | +9.5% | -53.6% | -45.6% |
| 3M | -55.4% | -6.3% | -49.1% | -55.2% |
| 6M | -65.6% | +2.8% | -68.4% | -66.3% |
| YTD | -48.4% | -26.6% | -21.8% | -44.1% |
| 1Y | -65.0% | -31.3% | -33.7% | -61.3% |
| 3Y | +558.1% | +30.9% | +527.2% | +532.9% |
| All | -20.3% | +49.4% | -69.7% | -27.5% |
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