+50.3%
IREN vs VFC
-15.2%
+65.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.5% |
| 7D | +14.6% | -2.3% | +16.9% | +15.6% |
| 30D | +17.1% | -13.4% | +30.5% | +23.3% |
| 3M | -16.0% | -23.7% | +7.7% | -6.9% |
| 6M | +16.8% | -24.5% | +41.3% | +29.5% |
| YTD | +20.1% | -27.8% | +48.0% | +35.0% |
| 1Y | +50.3% | -13.5% | +63.7% | +59.3% |
| All | +50.3% | -15.2% | +65.5% | +59.3% |
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