+559.9%
IREN vs LSCC
+97.7%
+462.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.5% | -6.3% |
| 7D | -19.3% | +5.0% | -24.4% | -21.4% |
| 30D | -43.9% | -11.7% | -32.2% | -38.7% |
| 3M | -49.1% | -13.3% | -35.8% | -43.9% |
| 6M | -67.8% | -12.5% | -55.2% | -64.2% |
| YTD | -47.8% | +51.2% | -99.0% | -58.5% |
| 1Y | -67.2% | +65.9% | -133.1% | -75.4% |
| All | +559.9% | +97.7% | +462.2% | +336.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling