+82.7%
IREN vs IVZ
+58.6%
+24.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.2% |
| 7D | +26.0% | +0.6% | +25.4% | +25.3% |
| 30D | +14.9% | +4.0% | +10.9% | +10.4% |
| 3M | -27.8% | +18.2% | -46.0% | -38.1% |
| 6M | +1.9% | +32.8% | -30.9% | -22.1% |
| YTD | +18.3% | +28.7% | -10.5% | -8.4% |
| 1Y | +71.0% | +55.4% | +15.6% | +10.1% |
| 3Y | +882.0% | +135.2% | +746.8% | +303.9% |
| All | +82.7% | +58.6% | +24.2% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling