-65.6%
IREN vs VFC
+14.6%
-80.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.6% | -5.8% |
| 7D | +8.0% | -1.4% | +9.5% | +8.5% |
| 30D | -44.0% | +24.6% | -68.7% | -47.1% |
| 3M | -55.4% | +38.4% | -93.8% | -59.6% |
| 6M | -65.6% | +15.3% | -80.8% | -66.2% |
| All | -65.6% | +14.6% | -80.2% | -66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling