+904.9%
IREN vs LEN
-25.9%
+930.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.8% | +8.9% | +6.2% |
| 7D | +27.5% | -2.9% | +30.3% | +28.5% |
| 30D | +13.8% | -8.9% | +22.7% | +16.9% |
| 3M | -20.7% | -10.9% | -9.8% | -18.3% |
| 6M | +27.9% | -19.7% | +47.5% | +35.7% |
| YTD | +24.3% | -20.6% | +44.8% | +31.0% |
| 1Y | +79.2% | -42.4% | +121.6% | +107.1% |
| 3Y | +904.9% | -26.5% | +931.5% | +744.2% |
| All | +904.9% | -25.9% | +930.9% | +744.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling