+79.3%
IREN vs VIVK
-100.0%
+179.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.6% |
| 7D | -1.9% | -4.4% | +2.5% | -1.8% |
| 30D | +0.4% | -40.8% | +41.2% | +1.4% |
| 3M | -22.7% | -94.1% | +71.4% | -18.0% |
| 6M | +4.4% | -98.2% | +102.6% | +12.6% |
| YTD | +16.0% | -98.0% | +114.1% | +21.7% |
| 1Y | +33.4% | -100.0% | +133.4% | +58.8% |
| 3Y | +948.6% | -100.0% | +1,048.5% | +1,122.4% |
| All | +79.3% | -100.0% | +179.3% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling