+507.7%
IREN vs IGV
+39.5%
+468.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.5% | -6.4% |
| 7D | -16.0% | +2.3% | -18.4% | -18.4% |
| 30D | -40.5% | -6.0% | -34.5% | -34.3% |
| 3M | -59.4% | -4.8% | -54.6% | -56.7% |
| 6M | -67.1% | +14.2% | -81.3% | -73.8% |
| YTD | -51.9% | -4.2% | -47.7% | -49.9% |
| 1Y | -62.7% | -5.3% | -57.4% | -60.0% |
| 3Y | +507.7% | +38.8% | +468.9% | +286.0% |
| All | +507.7% | +39.5% | +468.2% | +286.0% |
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