-25.7%
IREN vs VSH
+35.9%
-61.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.2% | -2.5% | -3.7% |
| 7D | -16.0% | +14.3% | -30.4% | -24.7% |
| 30D | -40.5% | -7.9% | -32.7% | -36.4% |
| 3M | -59.4% | -19.9% | -39.6% | -52.5% |
| 6M | -67.1% | -30.5% | -36.5% | -59.3% |
| YTD | -51.9% | +85.7% | -137.6% | -71.8% |
| 1Y | -62.7% | +98.9% | -161.6% | -79.2% |
| 3Y | +507.7% | +32.1% | +475.6% | +344.5% |
| All | -25.7% | +35.9% | -61.5% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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