-12.4%
IREN vs V
+112.5%
-125.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -39.2% | +9.5% | -48.7% | -43.7% |
| 3M | -48.1% | +16.7% | -64.7% | -54.7% |
| 6M | -65.0% | +32.9% | -98.0% | -73.7% |
| YTD | -43.3% | +21.1% | -64.4% | -54.6% |
| 1Y | -65.7% | +26.6% | -92.3% | -74.0% |
| 3Y | +620.9% | +78.4% | +542.5% | +261.7% |
| All | -12.4% | +112.5% | -125.0% | -63.3% |
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