-25.7%
IREN vs VST
+610.8%
-636.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.0% |
| 7D | -16.0% | +6.6% | -22.6% | -19.5% |
| 30D | -40.5% | -12.4% | -28.2% | -34.8% |
| 3M | -59.4% | -9.0% | -50.4% | -56.5% |
| 6M | -67.1% | -6.4% | -60.6% | -64.9% |
| YTD | -51.9% | -17.2% | -34.7% | -46.3% |
| 1Y | -62.7% | -22.0% | -40.6% | -56.8% |
| 3Y | +507.7% | +296.7% | +211.0% | +121.4% |
| All | -25.7% | +610.8% | -636.5% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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