+91.9%
IREN vs VEEV
-17.5%
+109.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.7% | +8.8% | +7.0% |
| 7D | +27.5% | -5.2% | +32.6% | +30.8% |
| 30D | +13.8% | +14.9% | -1.1% | +4.5% |
| 3M | -20.7% | +58.4% | -79.1% | -41.3% |
| 6M | +27.9% | +35.5% | -7.6% | +2.2% |
| YTD | +24.3% | +18.6% | +5.6% | +6.6% |
| 1Y | +79.2% | -6.3% | +85.5% | +80.1% |
| 3Y | +904.9% | +20.2% | +884.7% | +679.3% |
| All | +91.9% | -17.5% | +109.5% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling