+620.9%
IREN vs VST
+296.4%
+324.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.3% | -8.4% | -5.4% |
| 7D | -2.8% | -0.5% | -2.3% | -1.8% |
| 30D | -39.2% | -17.1% | -22.1% | -31.5% |
| 3M | -48.1% | -4.6% | -43.5% | -46.1% |
| 6M | -65.0% | -9.1% | -55.9% | -62.4% |
| YTD | -43.3% | -16.6% | -26.7% | -37.4% |
| 1Y | -65.7% | -29.5% | -36.2% | -58.5% |
| 3Y | +620.9% | +297.5% | +323.3% | +586.3% |
| All | +620.9% | +296.4% | +324.5% | +586.3% |
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