+79.3%
IREN vs NVTS
-40.8%
+120.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | +0.4% | -16.5% | +16.9% | +4.9% |
| 3M | -22.7% | -47.6% | +24.9% | -9.9% |
| 6M | +4.4% | +7.3% | -2.9% | -2.0% |
| YTD | +16.0% | +62.9% | -46.8% | -1.8% |
| 1Y | +33.4% | +91.3% | -57.9% | +6.1% |
| 3Y | +948.6% | +43.4% | +905.2% | +714.1% |
| All | +79.3% | -40.8% | +120.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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