+79.3%
IREN vs LUMN
-45.8%
+125.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | +0.4% | +10.3% | -10.0% | -1.7% |
| 3M | -22.7% | -18.3% | -4.5% | -19.5% |
| 6M | +4.4% | +4.4% | 0.0% | +4.9% |
| YTD | +16.0% | -10.7% | +26.7% | +19.0% |
| 1Y | +33.4% | +14.0% | +19.5% | +31.2% |
| 3Y | +948.6% | +406.6% | +542.0% | +610.3% |
| All | +79.3% | -45.8% | +125.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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