+79.3%
IREN vs VEA
+61.5%
+17.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -2.1% |
| 7D | -1.9% | -1.5% | -0.5% | +1.6% |
| 30D | +0.4% | -0.8% | +1.2% | +3.1% |
| 3M | -22.7% | +2.5% | -25.2% | -24.9% |
| 6M | +4.4% | +11.1% | -6.7% | -13.4% |
| YTD | +16.0% | +17.2% | -1.1% | -12.9% |
| 1Y | +33.4% | +24.5% | +8.9% | -12.5% |
| 3Y | +948.6% | +75.4% | +873.1% | +241.5% |
| All | +79.3% | +61.5% | +17.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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