+82.7%
IREN vs LEN
-13.9%
+96.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.9% |
| 7D | +26.0% | -3.2% | +29.2% | +28.2% |
| 30D | +14.9% | -4.9% | +19.8% | +17.8% |
| 3M | -27.8% | -8.5% | -19.3% | -25.1% |
| 6M | +1.9% | -20.7% | +22.6% | +15.2% |
| YTD | +18.3% | -17.4% | +35.7% | +28.4% |
| 1Y | +71.0% | -38.2% | +109.2% | +114.4% |
| 3Y | +882.0% | -24.9% | +906.9% | +837.9% |
| All | +82.7% | -13.9% | +96.7% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling