+904.9%
IREN vs VFC
-25.9%
+930.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.8% |
| 7D | +27.5% | +0.8% | +26.6% | +27.1% |
| 30D | +13.8% | -11.9% | +25.8% | +19.4% |
| 3M | -20.7% | -20.2% | -0.6% | -13.8% |
| 6M | +27.9% | -23.0% | +50.9% | +40.7% |
| YTD | +24.3% | -26.2% | +50.5% | +38.5% |
| 1Y | +79.2% | -13.3% | +92.5% | +84.3% |
| 3Y | +904.9% | -25.5% | +930.4% | +829.2% |
| All | +904.9% | -25.9% | +930.8% | +829.2% |
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 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