-25.7%
IREN vs LOW
+0.6%
-26.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | +1.4% | -17.5% | -16.7% |
| 30D | -40.5% | +21.7% | -62.2% | -48.4% |
| 3M | -59.4% | +5.0% | -64.4% | -61.3% |
| 6M | -67.1% | +4.6% | -71.7% | -69.2% |
| YTD | -51.9% | -3.5% | -48.4% | -52.7% |
| 1Y | -62.7% | +0.5% | -63.2% | -65.0% |
| 3Y | +507.7% | +24.8% | +482.9% | +320.9% |
| All | -25.7% | +0.6% | -26.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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