+82.7%
IREN vs VCLT
-13.5%
+96.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.1% |
| 7D | +26.0% | -0.5% | +26.5% | +26.9% |
| 30D | +14.9% | -0.9% | +15.7% | +16.4% |
| 3M | -27.8% | -3.2% | -24.5% | -24.4% |
| 6M | +1.9% | -3.8% | +5.7% | +8.1% |
| YTD | +18.3% | -2.0% | +20.3% | +22.6% |
| 1Y | +71.0% | -0.8% | +71.8% | +74.3% |
| 3Y | +882.0% | +12.3% | +869.7% | +752.9% |
| All | +82.7% | -13.5% | +96.3% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling