-19.3%
IREN vs V
+113.3%
-132.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -8.1% |
| 7D | -19.3% | +0.8% | -20.1% | -19.8% |
| 30D | -43.9% | +9.9% | -53.9% | -48.2% |
| 3M | -49.1% | +17.5% | -66.6% | -55.9% |
| 6M | -67.8% | +33.5% | -101.2% | -75.9% |
| YTD | -47.8% | +21.6% | -69.3% | -58.3% |
| 1Y | -67.2% | +27.6% | -94.8% | -75.3% |
| 3Y | +566.6% | +76.4% | +490.1% | +239.4% |
| All | -19.3% | +113.3% | -132.6% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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