+82.7%
IREN vs VSH
+61.8%
+21.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +2.8% | +4.1% |
| 7D | +26.0% | +4.1% | +22.0% | +22.7% |
| 30D | +14.9% | -4.2% | +19.0% | +18.8% |
| 3M | -27.8% | -50.0% | +22.2% | +14.3% |
| 6M | +1.9% | +80.2% | -78.3% | -37.9% |
| YTD | +18.3% | +121.1% | -102.8% | -38.6% |
| 1Y | +71.0% | +112.0% | -41.0% | -10.6% |
| 3Y | +882.0% | +22.5% | +859.5% | +740.9% |
| All | +82.7% | +61.8% | +21.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling