+79.3%
IREN vs LYB
-3.2%
+82.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +0.4% | +2.5% | -2.1% | -1.0% |
| 3M | -22.7% | +1.4% | -24.1% | -24.0% |
| 6M | +4.4% | -3.5% | +7.9% | -0.4% |
| YTD | +16.0% | +52.0% | -35.9% | -18.3% |
| 1Y | +33.4% | +22.1% | +11.4% | +7.0% |
| 3Y | +948.6% | -22.8% | +971.3% | +1,076.5% |
| All | +79.3% | -3.2% | +82.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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