+85.6%
IREN vs VIVK
-100.0%
+185.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -3.2% |
| 7D | +14.6% | -7.9% | +22.5% | +14.7% |
| 30D | +17.1% | -42.0% | +59.1% | +18.4% |
| 3M | -16.0% | -92.5% | +76.5% | -11.6% |
| 6M | +16.8% | -98.0% | +114.8% | +25.6% |
| YTD | +20.1% | -97.9% | +118.0% | +25.8% |
| 1Y | +50.3% | -100.0% | +150.2% | +79.6% |
| 3Y | +871.5% | -100.0% | +971.5% | +1,031.7% |
| All | +85.6% | -100.0% | +185.6% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling