+547.9%
IREN vs LDOS
+32.3%
+515.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.3% | +22.3% | +20.4% |
| 7D | -9.6% | -7.2% | -2.4% | -8.6% |
| 30D | -44.1% | +16.8% | -60.9% | -46.9% |
| 3M | -42.9% | -1.6% | -41.4% | -43.4% |
| 6M | -64.5% | -1.0% | -63.5% | -64.6% |
| YTD | -42.7% | -25.8% | -16.9% | -35.8% |
| 1Y | -67.7% | -31.1% | -36.6% | -62.5% |
| 3Y | +547.9% | +32.8% | +515.1% | +436.1% |
| All | +547.9% | +32.3% | +515.6% | +436.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling