+79.3%
IREN vs VRSK
-17.9%
+97.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.9% | -5.2% | +3.3% | -1.4% |
| 30D | +0.4% | -2.3% | +2.7% | +0.4% |
| 3M | -22.7% | -2.9% | -19.8% | -24.2% |
| 6M | +4.4% | -12.8% | +17.2% | +5.7% |
| YTD | +16.0% | -20.8% | +36.9% | +20.9% |
| 1Y | +33.4% | -33.2% | +66.6% | +50.0% |
| 3Y | +948.6% | -26.6% | +975.1% | +913.5% |
| All | +79.3% | -17.9% | +97.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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