-20.3%
IREN vs LII
+14.8%
-35.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.8% | -6.1% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | -44.0% | -0.6% | -43.4% | -45.0% |
| 3M | -55.4% | -17.0% | -38.4% | -51.2% |
| 6M | -65.6% | -31.1% | -34.4% | -58.5% |
| YTD | -48.4% | -27.7% | -20.8% | -41.1% |
| 1Y | -65.0% | -26.2% | -38.9% | -60.7% |
| 3Y | +558.1% | -9.6% | +567.7% | +475.3% |
| All | -20.3% | +14.8% | -35.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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