+91.9%
IREN vs VMC
+32.5%
+59.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +6.7% |
| 7D | +27.5% | -0.5% | +28.0% | +28.1% |
| 30D | +13.8% | -9.1% | +22.9% | +24.3% |
| 3M | -20.7% | -4.1% | -16.6% | -21.7% |
| 6M | +27.9% | -5.5% | +33.4% | +27.6% |
| YTD | +24.3% | -8.9% | +33.2% | +28.4% |
| 1Y | +79.2% | -12.9% | +92.1% | +92.8% |
| 3Y | +904.9% | +22.1% | +882.8% | +597.0% |
| All | +91.9% | +32.5% | +59.4% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling