+85.6%
IREN vs IVV
+73.9%
+11.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.3% |
| 7D | +14.6% | -0.4% | +14.9% | +15.5% |
| 30D | +17.1% | -1.4% | +18.5% | +21.6% |
| 3M | -16.0% | +3.7% | -19.7% | -21.7% |
| 6M | +16.8% | +13.0% | +3.8% | -9.6% |
| YTD | +20.1% | +12.4% | +7.7% | -4.4% |
| 1Y | +50.3% | +18.6% | +31.7% | +7.0% |
| 3Y | +871.5% | +78.1% | +793.4% | +213.3% |
| All | +85.6% | +73.9% | +11.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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