+91.9%
IREN vs VICR
+19.6%
+72.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +4.0% |
| 7D | +27.5% | +9.8% | +17.6% | +22.6% |
| 30D | +13.8% | -12.6% | +26.4% | +20.4% |
| 3M | -20.7% | -29.7% | +9.0% | -9.3% |
| 6M | +27.9% | +18.8% | +9.0% | +11.1% |
| YTD | +24.3% | +76.4% | -52.1% | -9.7% |
| 1Y | +79.2% | +282.4% | -203.2% | -10.4% |
| 3Y | +904.9% | +206.2% | +698.7% | +398.2% |
| All | +91.9% | +19.6% | +72.4% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling