+82.7%
IREN vs LII
+28.3%
+54.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +6.6% |
| 7D | +26.0% | -0.7% | +26.8% | +26.5% |
| 30D | +14.9% | -12.6% | +27.5% | +24.6% |
| 3M | -27.8% | -24.4% | -3.3% | -16.0% |
| 6M | +1.9% | -28.7% | +30.6% | +23.0% |
| YTD | +18.3% | -19.1% | +37.4% | +28.8% |
| 1Y | +71.0% | -29.7% | +100.7% | +101.9% |
| 3Y | +882.0% | +4.8% | +877.2% | +691.6% |
| All | +82.7% | +28.3% | +54.4% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling