+439.8%
IREN vs VST
+229.5%
+210.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -6.2% | -10.8% | -13.3% |
| 7D | -31.3% | -19.9% | -11.4% | -21.2% |
| 30D | -56.3% | -29.7% | -26.7% | -45.9% |
| 3M | -53.6% | -19.6% | -34.1% | -46.9% |
| 6M | -67.1% | -29.4% | -37.7% | -59.3% |
| YTD | -52.3% | -29.7% | -22.5% | -41.8% |
| 1Y | -76.4% | -40.0% | -36.4% | -68.7% |
| All | +439.8% | +229.5% | +210.3% | +439.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling