-12.4%
IREN vs IVV
+72.1%
-84.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -7.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.6% |
| 30D | -39.2% | -3.3% | -35.8% | -32.3% |
| 3M | -48.1% | -2.4% | -45.7% | -43.5% |
| 6M | -65.0% | +2.6% | -67.6% | -65.4% |
| YTD | -43.3% | +11.3% | -54.6% | -52.7% |
| 1Y | -65.7% | +13.4% | -79.1% | -72.5% |
| 3Y | +620.9% | +80.3% | +540.6% | +128.0% |
| All | -12.4% | +72.1% | -84.5% | -70.1% |
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