+48.1%
IREN vs VG
-49.4%
+97.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.5% | -8.1% |
| 7D | -19.3% | -7.7% | -11.6% | -18.2% |
| 30D | -43.9% | -8.8% | -35.1% | -43.1% |
| 3M | -49.1% | -15.6% | -33.4% | -48.0% |
| 6M | -67.8% | +5.2% | -73.0% | -68.9% |
| YTD | -47.8% | +76.9% | -124.7% | -59.2% |
| 1Y | -67.2% | +42.5% | -109.7% | -72.9% |
| All | +48.1% | -49.4% | +97.5% | +75.5% |
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