-11.5%
IREN vs IVV
+68.1%
-79.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.3% | +19.7% | +19.1% |
| 7D | -9.6% | -2.7% | -6.9% | -2.1% |
| 30D | -44.1% | -5.4% | -38.7% | -33.9% |
| 3M | -42.9% | -4.1% | -38.9% | -34.7% |
| 6M | -64.5% | +0.7% | -65.2% | -63.0% |
| YTD | -42.7% | +8.7% | -51.4% | -49.0% |
| 1Y | -67.7% | +11.0% | -78.7% | -72.4% |
| 3Y | +547.9% | +75.4% | +472.5% | +120.4% |
| All | -11.5% | +68.1% | -79.6% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling