+944.0%
IREN vs VIVK
-100.0%
+1,044.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -3.8% |
| 7D | +4.8% | -9.5% | +14.2% | +4.8% |
| 30D | +9.8% | -35.1% | +44.9% | +10.0% |
| 3M | -15.3% | -93.4% | +78.1% | -12.6% |
| 6M | +14.5% | -98.0% | +112.5% | +19.4% |
| YTD | +15.5% | -97.9% | +113.4% | +18.7% |
| 1Y | +29.8% | -100.0% | +129.7% | +45.1% |
| All | +944.0% | -100.0% | +1,044.0% | +885.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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