+91.9%
IREN vs LVS
+16.5%
+75.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.5% |
| 7D | +27.5% | +0.3% | +27.1% | +27.2% |
| 30D | +13.8% | -3.9% | +17.7% | +16.0% |
| 3M | -20.7% | -12.9% | -7.9% | -14.8% |
| 6M | +27.9% | -16.9% | +44.8% | +40.2% |
| YTD | +24.3% | -31.2% | +55.5% | +50.4% |
| 1Y | +79.2% | -16.4% | +95.6% | +91.0% |
| 3Y | +904.9% | -4.4% | +909.4% | +848.5% |
| All | +91.9% | +16.5% | +75.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling