-26.3%
IREN vs VCIT
+4.9%
-31.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.2% | -17.2% | -17.5% |
| 7D | -31.3% | +0.5% | -31.8% | -32.2% |
| 30D | -56.3% | +2.1% | -58.4% | -58.6% |
| 3M | -53.6% | -1.6% | -52.1% | -51.9% |
| 6M | -67.1% | -1.6% | -65.5% | -65.6% |
| YTD | -52.3% | -1.5% | -50.8% | -50.0% |
| 1Y | -76.4% | -0.4% | -76.0% | -75.9% |
| 3Y | +416.6% | +19.6% | +397.0% | +244.2% |
| All | -26.3% | +4.9% | -31.1% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling