+507.7%
IREN vs VRT
+388.8%
+118.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -4.4% |
| 7D | -16.0% | +10.5% | -26.5% | -21.4% |
| 30D | -40.5% | -9.3% | -31.2% | -36.4% |
| 3M | -59.4% | -29.6% | -29.8% | -49.4% |
| 6M | -67.1% | -45.4% | -21.7% | -52.6% |
| YTD | -51.9% | +24.8% | -76.7% | -57.1% |
| 1Y | -62.7% | +23.6% | -86.3% | -66.7% |
| 3Y | +507.7% | +379.7% | +128.0% | +167.3% |
| All | +507.7% | +388.8% | +118.9% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling