+985.4%
IREN vs IGV
+38.8%
+946.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.3% |
| 7D | +14.6% | -1.5% | +16.1% | +16.5% |
| 30D | +17.1% | -3.0% | +20.1% | +19.8% |
| 3M | -16.0% | +9.6% | -25.6% | -28.7% |
| 6M | +16.8% | +16.1% | +0.7% | -13.7% |
| YTD | +20.1% | -3.6% | +23.8% | +21.4% |
| 1Y | +50.3% | -7.8% | +58.1% | +67.8% |
| All | +985.4% | +38.8% | +946.6% | +507.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling