+507.7%
IREN vs IVV
+78.5%
+429.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -5.5% |
| 7D | -16.0% | +2.6% | -18.6% | -22.3% |
| 30D | -40.5% | -2.0% | -38.5% | -35.5% |
| 3M | -59.4% | -2.8% | -56.6% | -54.6% |
| 6M | -67.1% | +2.2% | -69.2% | -67.1% |
| YTD | -51.9% | +11.5% | -63.4% | -61.3% |
| 1Y | -62.7% | +13.5% | -76.1% | -71.2% |
| 3Y | +507.7% | +78.1% | +429.6% | +66.1% |
| All | +507.7% | +78.5% | +429.2% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling