-14.8%
IREN vs LII
+15.7%
-30.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.2% |
| 7D | -4.0% | -2.3% | -1.7% | -2.6% |
| 30D | -40.1% | -1.7% | -38.4% | -40.7% |
| 3M | -47.6% | -18.3% | -29.3% | -42.1% |
| 6M | -62.2% | -32.3% | -29.9% | -53.9% |
| YTD | -44.8% | -27.1% | -17.7% | -37.3% |
| 1Y | -63.7% | -27.2% | -36.5% | -58.7% |
| 3Y | +604.1% | -8.9% | +613.0% | +512.6% |
| All | -14.8% | +15.7% | -30.5% | -61.2% |
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