-12.4%
IREN vs VCIT
+4.8%
-17.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.2% |
| 7D | -2.8% | +0.7% | -3.5% | -4.7% |
| 30D | -39.2% | +1.8% | -41.0% | -41.9% |
| 3M | -48.1% | -1.6% | -46.5% | -46.2% |
| 6M | -65.0% | -2.1% | -62.9% | -63.1% |
| YTD | -43.3% | -1.6% | -41.7% | -40.6% |
| 1Y | -65.7% | -0.8% | -64.9% | -64.6% |
| 3Y | +620.9% | +19.9% | +600.9% | +376.6% |
| All | -12.4% | +4.8% | -17.2% | -33.9% |
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