+78.5%
IREN vs IGV
+13.5%
+65.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.9% |
| 7D | +4.8% | -5.4% | +10.2% | +12.7% |
| 30D | +9.8% | -2.6% | +12.4% | +11.8% |
| 3M | -15.3% | +10.5% | -25.8% | -29.5% |
| 6M | +14.5% | +18.2% | -3.7% | -17.9% |
| YTD | +15.5% | -4.2% | +19.8% | +13.7% |
| 1Y | +29.8% | -9.8% | +39.6% | +43.0% |
| 3Y | +834.5% | +39.1% | +795.4% | +482.2% |
| All | +78.5% | +13.5% | +65.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling