+913.2%
IREN vs LSCC
+20.0%
+893.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.0% |
| 7D | +26.0% | +1.3% | +24.7% | +25.1% |
| 30D | +14.9% | -9.7% | +24.6% | +23.0% |
| 3M | -27.8% | -23.7% | -4.1% | -13.4% |
| 6M | +1.9% | +26.5% | -24.6% | -8.7% |
| YTD | +18.3% | +57.5% | -39.2% | -8.8% |
| 1Y | +71.0% | +75.7% | -4.7% | +21.4% |
| All | +913.2% | +20.0% | +893.1% | +1,052.5% |
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