-25.7%
IREN vs IVZ
+39.7%
-65.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -9.0% |
| 7D | -16.0% | +7.6% | -23.6% | -22.5% |
| 30D | -40.5% | +4.3% | -44.9% | -43.0% |
| 3M | -59.4% | -9.3% | -50.1% | -55.3% |
| 6M | -67.1% | +5.2% | -72.3% | -68.5% |
| YTD | -51.9% | +13.4% | -65.3% | -57.8% |
| 1Y | -62.7% | +25.4% | -88.0% | -70.3% |
| 3Y | +507.7% | +152.5% | +355.2% | +129.1% |
| All | -25.7% | +39.7% | -65.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 5y: compounded portfolio wealth divided by compounded IVZ 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…
5y analysis · Full analysis span regression · 6 months rolling