+91.9%
IREN vs LSCC
+38.2%
+53.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.7% | +4.1% |
| 7D | +27.5% | +5.2% | +22.3% | +23.2% |
| 30D | +13.8% | -9.6% | +23.5% | +22.5% |
| 3M | -20.7% | -17.8% | -2.9% | -8.1% |
| 6M | +27.9% | +37.4% | -9.6% | +5.2% |
| YTD | +24.3% | +59.7% | -35.4% | -10.0% |
| 1Y | +79.2% | +76.2% | +3.0% | +18.5% |
| 3Y | +904.9% | +28.2% | +876.7% | +673.3% |
| All | +91.9% | +38.2% | +53.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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