+78.5%
IREN vs LEN
-19.8%
+98.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -1.8% |
| 7D | +4.8% | -7.8% | +12.5% | +9.4% |
| 30D | +9.8% | -11.0% | +20.8% | +16.5% |
| 3M | -15.3% | -12.8% | -2.5% | -10.0% |
| 6M | +14.5% | -20.2% | +34.7% | +28.5% |
| YTD | +15.5% | -23.0% | +38.6% | +30.2% |
| 1Y | +29.8% | -41.8% | +71.6% | +68.6% |
| 3Y | +834.5% | -28.8% | +863.3% | +813.6% |
| All | +78.5% | -19.8% | +98.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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