+944.0%
IREN vs VICR
+178.2%
+765.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -2.4% |
| 7D | +4.8% | -0.4% | +5.2% | +5.1% |
| 30D | +9.8% | -15.6% | +25.4% | +18.1% |
| 3M | -15.3% | -35.4% | +20.1% | +0.8% |
| 6M | +14.5% | +1.3% | +13.2% | +5.8% |
| YTD | +15.5% | +62.5% | -46.9% | -14.5% |
| 1Y | +29.8% | +255.5% | -225.7% | -35.8% |
| All | +944.0% | +178.2% | +765.8% | +438.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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