-67.4%
IREN vs VFC
+52.5%
-119.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.4% | -15.7% | -12.7% |
| 7D | -24.7% | +21.5% | -46.2% | -30.2% |
| 30D | -46.4% | +46.7% | -93.0% | -54.3% |
| 3M | -46.9% | +38.4% | -85.2% | -53.7% |
| 6M | -56.1% | +15.2% | -71.3% | -58.2% |
| YTD | -42.5% | +17.8% | -60.3% | -47.6% |
| 1Y | -67.4% | +55.6% | -123.0% | -77.2% |
| All | -67.4% | +52.5% | -119.9% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling