+78.5%
IREN vs LYFT
-70.4%
+148.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.2% |
| 7D | +4.8% | -13.1% | +17.9% | +12.4% |
| 30D | +9.8% | -14.4% | +24.2% | +17.8% |
| 3M | -15.3% | +12.2% | -27.5% | -22.4% |
| 6M | +14.5% | +13.4% | +1.1% | +3.9% |
| YTD | +15.5% | -22.5% | +38.0% | +27.0% |
| 1Y | +29.8% | -20.8% | +50.5% | +37.2% |
| 3Y | +834.5% | +38.8% | +795.7% | +557.2% |
| All | +78.5% | -70.4% | +148.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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