+78.5%
IREN vs VMC
+28.6%
+49.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.1% |
| 7D | +4.8% | -3.7% | +8.5% | +8.7% |
| 30D | +9.8% | -12.8% | +22.5% | +24.9% |
| 3M | -15.3% | -7.9% | -7.4% | -12.4% |
| 6M | +14.5% | -7.5% | +22.0% | +16.5% |
| YTD | +15.5% | -11.6% | +27.2% | +23.0% |
| 1Y | +29.8% | -14.3% | +44.0% | +41.7% |
| 3Y | +834.5% | +18.5% | +816.0% | +567.9% |
| All | +78.5% | +28.6% | +49.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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