+79.3%
IREN vs LQD
-3.6%
+82.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.9% | -1.1% | -0.8% | +0.3% |
| 30D | +0.4% | -1.3% | +1.6% | +3.2% |
| 3M | -22.7% | -3.2% | -19.5% | -17.3% |
| 6M | +4.4% | -2.1% | +6.5% | +10.6% |
| YTD | +16.0% | -2.4% | +18.4% | +23.4% |
| 1Y | +33.4% | -2.7% | +36.1% | +42.4% |
| 3Y | +948.6% | +14.2% | +934.4% | +719.6% |
| All | +79.3% | -3.6% | +82.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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