+507.7%
IREN vs LVS
-9.1%
+516.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -7.8% |
| 7D | -16.0% | -0.8% | -15.2% | -15.9% |
| 30D | -40.5% | +10.0% | -50.5% | -43.5% |
| 3M | -59.4% | -11.0% | -48.4% | -57.6% |
| 6M | -67.1% | -20.1% | -46.9% | -63.8% |
| YTD | -51.9% | -36.3% | -15.5% | -42.0% |
| 1Y | -62.7% | -36.8% | -25.8% | -54.7% |
| 3Y | +507.7% | -9.5% | +517.2% | +512.1% |
| All | +507.7% | -9.1% | +516.8% | +512.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling