-20.3%
IREN vs VLO
+462.0%
-482.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -7.5% |
| 7D | +8.0% | +6.8% | +1.3% | +5.7% |
| 30D | -44.0% | -17.9% | -26.2% | -40.6% |
| 3M | -55.4% | +13.5% | -68.9% | -57.8% |
| 6M | -65.6% | +53.0% | -118.6% | -70.8% |
| YTD | -48.4% | +133.7% | -182.2% | -64.1% |
| 1Y | -65.0% | +115.7% | -180.7% | -74.8% |
| 3Y | +558.1% | +231.9% | +326.2% | +290.2% |
| All | -20.3% | +462.0% | -482.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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