+547.9%
IREN vs LII
-8.7%
+556.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.0% | +22.0% | +20.8% |
| 7D | -9.6% | -0.6% | -9.0% | -9.7% |
| 30D | -44.1% | -4.6% | -39.5% | -43.8% |
| 3M | -42.9% | -21.2% | -21.7% | -37.2% |
| 6M | -64.5% | -36.4% | -28.1% | -57.0% |
| YTD | -42.7% | -28.9% | -13.8% | -35.5% |
| 1Y | -67.7% | -29.5% | -38.2% | -63.4% |
| 3Y | +547.9% | -8.6% | +556.5% | +574.4% |
| All | +547.9% | -8.7% | +556.6% | +574.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling