-11.5%
IREN vs VST
+566.9%
-578.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +10.6% | +9.5% | +13.4% |
| 7D | -9.6% | -9.8% | +0.2% | -2.5% |
| 30D | -44.1% | -25.1% | -18.9% | -32.1% |
| 3M | -42.9% | -11.6% | -31.4% | -37.6% |
| 6M | -64.5% | -20.9% | -43.6% | -58.4% |
| YTD | -42.7% | -22.3% | -20.4% | -33.3% |
| 1Y | -67.7% | -32.0% | -35.7% | -59.3% |
| 3Y | +547.9% | +262.4% | +285.5% | +151.4% |
| All | -11.5% | +566.9% | -578.4% | -79.1% |
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