-14.8%
IREN vs IVV
+73.7%
-88.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +2.3% |
| 7D | -4.0% | -0.9% | -3.1% | -0.5% |
| 30D | -40.1% | -2.3% | -37.8% | -35.0% |
| 3M | -47.6% | -1.2% | -46.4% | -44.6% |
| 6M | -62.2% | +3.3% | -65.5% | -63.2% |
| YTD | -44.8% | +12.3% | -57.2% | -55.0% |
| 1Y | -63.7% | +12.5% | -76.2% | -70.2% |
| 3Y | +604.1% | +79.2% | +524.9% | +125.6% |
| All | -14.8% | +73.7% | -88.5% | -71.5% |
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