-25.7%
IREN vs VFC
-68.6%
+42.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -10.0% | -8.3% |
| 7D | -16.0% | +1.6% | -17.7% | -16.8% |
| 30D | -40.5% | +25.5% | -66.0% | -47.2% |
| 3M | -59.4% | +41.3% | -100.7% | -66.3% |
| 6M | -67.1% | +22.2% | -89.3% | -70.9% |
| YTD | -51.9% | +16.4% | -68.3% | -56.8% |
| 1Y | -62.7% | +38.4% | -101.1% | -69.6% |
| 3Y | +507.7% | +56.2% | +451.5% | +274.7% |
| All | -25.7% | -68.6% | +42.9% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling