+566.6%
IREN vs VFC
+47.8%
+518.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.2% | -7.6% |
| 7D | -19.3% | +3.5% | -22.8% | -20.4% |
| 30D | -43.9% | +38.3% | -82.2% | -50.9% |
| 3M | -49.1% | +40.2% | -89.2% | -55.9% |
| 6M | -67.8% | +10.6% | -78.4% | -69.4% |
| YTD | -47.8% | +16.7% | -64.5% | -51.9% |
| 1Y | -67.2% | +45.0% | -112.2% | -72.4% |
| 3Y | +566.6% | +48.8% | +517.8% | +427.3% |
| All | +566.6% | +47.8% | +518.8% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling