+229.1%
IREN vs VG
-33.5%
+262.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -1.9% | +9.6% | -11.5% | -3.2% |
| 30D | +0.4% | +15.2% | -14.8% | -1.8% |
| 3M | -22.7% | +24.1% | -46.8% | -25.7% |
| 6M | +4.4% | +27.2% | -22.7% | -4.7% |
| YTD | +16.0% | +132.3% | -116.3% | -12.7% |
| 1Y | +33.4% | +15.7% | +17.7% | +19.4% |
| All | +229.1% | -33.5% | +262.6% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling