+79.3%
IREN vs VCLT
-14.7%
+94.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.9% | -1.4% | -0.5% | -0.1% |
| 30D | +0.4% | -1.2% | +1.5% | +2.0% |
| 3M | -22.7% | -4.8% | -17.9% | -17.5% |
| 6M | +4.4% | -2.6% | +7.0% | +9.4% |
| YTD | +16.0% | -3.3% | +19.4% | +22.5% |
| 1Y | +33.4% | -4.8% | +38.2% | +43.1% |
| 3Y | +948.6% | +11.5% | +937.0% | +818.3% |
| All | +79.3% | -14.7% | +94.0% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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