+79.3%
IREN vs NVT
+360.3%
-281.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -4.1% |
| 7D | -1.9% | +4.1% | -6.0% | -5.7% |
| 30D | +0.4% | -5.1% | +5.5% | +5.4% |
| 3M | -22.7% | -1.2% | -21.5% | -21.6% |
| 6M | +4.4% | +46.6% | -42.2% | -26.3% |
| YTD | +16.0% | +60.0% | -43.9% | -23.1% |
| 1Y | +33.4% | +70.8% | -37.4% | -16.0% |
| 3Y | +948.6% | +187.5% | +761.0% | +303.0% |
| All | +79.3% | +360.3% | -281.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling