-25.7%
IREN vs LPLA
+77.7%
-103.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | -0.9% | -15.1% | -15.8% |
| 30D | -40.5% | -9.5% | -31.0% | -38.8% |
| 3M | -59.4% | -21.9% | -37.5% | -55.3% |
| 6M | -67.1% | -2.6% | -64.4% | -68.3% |
| YTD | -51.9% | -17.8% | -34.1% | -49.1% |
| 1Y | -62.7% | -21.2% | -41.5% | -59.3% |
| 3Y | +507.7% | +30.6% | +477.1% | +416.0% |
| All | -25.7% | +77.7% | -103.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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