-12.4%
IREN vs LLY
+473.5%
-485.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.3% | -0.8% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -39.2% | +19.7% | -58.9% | -38.3% |
| 3M | -48.1% | +19.3% | -67.3% | -47.3% |
| 6M | -65.0% | +49.3% | -114.4% | -64.7% |
| YTD | -43.3% | +32.0% | -75.3% | -42.7% |
| 1Y | -65.7% | +53.7% | -119.4% | -65.6% |
| 3Y | +620.9% | +143.7% | +477.1% | +667.5% |
| All | -12.4% | +473.5% | -485.9% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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