+507.7%
IREN vs VEEV
+80.8%
+426.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | -16.0% | -0.7% | -15.3% | -15.9% |
| 30D | -40.5% | +1.4% | -41.9% | -40.8% |
| 3M | -59.4% | +19.4% | -78.8% | -61.3% |
| 6M | -67.1% | +93.6% | -160.7% | -73.5% |
| YTD | -51.9% | +35.1% | -87.0% | -55.1% |
| 1Y | -62.7% | +3.4% | -66.0% | -59.9% |
| 3Y | +507.7% | +81.4% | +426.3% | +362.1% |
| All | +507.7% | +80.8% | +426.8% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 3y: compounded portfolio wealth divided by compounded VEEV 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…
3y analysis · Full analysis span regression · 6 months rolling