-14.8%
IREN vs VCIT
+5.0%
-19.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -4.0% | -0.5% | -3.5% | -3.0% |
| 30D | -40.1% | +1.5% | -41.6% | -42.4% |
| 3M | -47.6% | -1.0% | -46.6% | -46.5% |
| 6M | -62.2% | -1.7% | -60.5% | -60.6% |
| YTD | -44.8% | -1.4% | -43.5% | -42.5% |
| 1Y | -63.7% | -0.9% | -62.7% | -62.4% |
| 3Y | +604.1% | +19.8% | +584.3% | +366.7% |
| All | -14.8% | +5.0% | -19.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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