+91.9%
IREN vs VRT
+989.2%
-897.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.4% | +3.0% |
| 7D | +27.5% | +13.6% | +13.8% | +18.9% |
| 30D | +13.8% | +6.8% | +7.1% | +10.1% |
| 3M | -20.7% | -3.2% | -17.5% | -19.4% |
| 6M | +27.9% | +20.3% | +7.5% | +15.7% |
| YTD | +24.3% | +79.6% | -55.3% | -10.1% |
| 1Y | +79.2% | +139.0% | -59.8% | +12.2% |
| 3Y | +904.9% | +644.6% | +260.3% | +228.6% |
| All | +91.9% | +989.2% | -897.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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