+79.3%
IREN vs VICR
+22.4%
+56.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -4.3% |
| 7D | -1.9% | +5.0% | -6.9% | -4.2% |
| 30D | +0.4% | -12.5% | +12.8% | +5.6% |
| 3M | -22.7% | -33.6% | +10.9% | -9.8% |
| 6M | +4.4% | +10.7% | -6.3% | -6.8% |
| YTD | +16.0% | +80.6% | -64.5% | -16.8% |
| 1Y | +33.4% | +288.4% | -254.9% | -33.9% |
| 3Y | +948.6% | +213.8% | +734.8% | +412.8% |
| All | +79.3% | +22.4% | +56.9% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling