+85.6%
IREN vs LTH
+113.7%
-28.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.5% |
| 7D | +14.6% | -4.0% | +18.6% | +16.8% |
| 30D | +17.1% | -1.7% | +18.8% | +17.8% |
| 3M | -16.0% | +28.0% | -44.0% | -27.3% |
| 6M | +16.8% | +54.1% | -37.2% | -7.9% |
| YTD | +20.1% | +57.1% | -37.0% | -6.3% |
| 1Y | +50.3% | +45.8% | +4.5% | +20.4% |
| 3Y | +871.5% | +157.6% | +714.0% | +477.0% |
| All | +85.6% | +113.7% | -28.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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