+897.3%
IREN vs LLY
+108.0%
+789.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.3% |
| 7D | +26.0% | -2.1% | +28.2% | +26.3% |
| 30D | +14.9% | -1.6% | +16.5% | +15.0% |
| 3M | -27.8% | +2.3% | -30.1% | -28.7% |
| 6M | +1.9% | +14.9% | -13.0% | -2.3% |
| YTD | +18.3% | +7.5% | +10.8% | +14.4% |
| 1Y | +71.0% | +55.7% | +15.3% | +48.2% |
| All | +897.3% | +108.0% | +789.4% | +563.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling