+79.3%
IREN vs LNG
+175.1%
-95.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.9% | -4.7% | +2.8% | -0.7% |
| 30D | +0.4% | +3.8% | -3.4% | -1.2% |
| 3M | -22.7% | +16.2% | -38.9% | -27.4% |
| 6M | +4.4% | +11.7% | -7.3% | -2.8% |
| YTD | +16.0% | +44.2% | -28.2% | -4.1% |
| 1Y | +33.4% | +18.6% | +14.9% | +20.2% |
| 3Y | +948.6% | +77.4% | +871.2% | +660.7% |
| All | +79.3% | +175.1% | -95.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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