-14.8%
IREN vs LSCC
+44.4%
-59.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.4% | -4.7% | -1.7% |
| 7D | -4.0% | +14.5% | -18.5% | -12.2% |
| 30D | -40.1% | -0.1% | -40.1% | -39.7% |
| 3M | -47.6% | -2.7% | -44.9% | -46.5% |
| 6M | -62.2% | -4.8% | -57.4% | -60.4% |
| YTD | -44.8% | +66.9% | -111.7% | -61.3% |
| 1Y | -63.7% | +85.8% | -149.5% | -76.5% |
| 3Y | +604.1% | +115.6% | +488.5% | +263.9% |
| All | -14.8% | +44.4% | -59.2% | -52.3% |
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