+985.4%
IREN vs LVS
-6.8%
+992.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | +14.6% | -2.7% | +17.3% | +16.2% |
| 30D | +17.1% | -4.7% | +21.8% | +19.6% |
| 3M | -16.0% | -15.6% | -0.4% | -8.7% |
| 6M | +16.8% | -18.6% | +35.5% | +28.3% |
| YTD | +20.1% | -32.3% | +52.4% | +44.3% |
| 1Y | +50.3% | -18.0% | +68.3% | +60.9% |
| All | +985.4% | -6.8% | +992.2% | +937.4% |
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