-19.3%
IREN vs VFC
-68.5%
+49.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.2% | -7.5% |
| 7D | -19.3% | +3.5% | -22.8% | -20.7% |
| 30D | -43.9% | +38.3% | -82.2% | -52.6% |
| 3M | -49.1% | +40.2% | -89.2% | -57.6% |
| 6M | -67.8% | +10.6% | -78.4% | -70.0% |
| YTD | -47.8% | +16.7% | -64.5% | -53.2% |
| 1Y | -67.2% | +45.0% | -112.2% | -73.9% |
| 3Y | +566.6% | +48.8% | +517.8% | +325.1% |
| All | -19.3% | -68.5% | +49.2% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling