+79.3%
IREN vs LVS
+13.4%
+65.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -1.9% | -3.5% | +1.6% | +0.1% |
| 30D | +0.4% | -6.2% | +6.6% | +3.7% |
| 3M | -22.7% | -14.8% | -7.9% | -15.8% |
| 6M | +4.4% | -20.9% | +25.3% | +17.7% |
| YTD | +16.0% | -33.0% | +49.1% | +42.6% |
| 1Y | +33.4% | -20.0% | +53.4% | +45.9% |
| 3Y | +948.6% | -6.9% | +955.5% | +905.0% |
| All | +79.3% | +13.4% | +65.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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