+82.7%
IREN vs IVV
+75.7%
+7.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +8.3% |
| 7D | +26.0% | +0.1% | +25.9% | +25.7% |
| 30D | +14.9% | +0.1% | +14.8% | +15.1% |
| 3M | -27.8% | +2.0% | -29.8% | -29.4% |
| 6M | +1.9% | +13.0% | -11.1% | -20.8% |
| YTD | +18.3% | +13.6% | +4.7% | -8.2% |
| 1Y | +71.0% | +20.1% | +50.9% | +18.2% |
| 3Y | +882.0% | +77.6% | +804.4% | +217.2% |
| All | +82.7% | +75.7% | +7.1% | -41.9% |
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