+544.9%
IREN vs VLTO
+56.1%
+488.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.8% | +2.0% | -4.8% | -3.4% |
| 30D | -39.2% | +21.8% | -61.0% | -43.8% |
| 3M | -48.1% | +20.2% | -68.3% | -51.8% |
| 6M | -65.0% | +36.3% | -101.4% | -70.8% |
| YTD | -43.3% | +18.8% | -62.1% | -47.3% |
| 1Y | -65.7% | +20.4% | -86.1% | -68.8% |
| 3Y | +620.9% | +71.9% | +549.0% | +289.8% |
| All | +544.9% | +56.1% | +488.8% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling