-19.3%
IREN vs VST
+601.0%
-620.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.8% | -6.6% |
| 7D | -19.3% | -6.0% | -13.3% | -15.6% |
| 30D | -43.9% | -18.8% | -25.2% | -35.4% |
| 3M | -49.1% | -8.0% | -41.0% | -45.8% |
| 6M | -67.8% | -10.9% | -56.8% | -64.8% |
| YTD | -47.8% | -18.3% | -29.4% | -41.2% |
| 1Y | -67.2% | -29.9% | -37.3% | -59.6% |
| 3Y | +566.6% | +290.3% | +276.3% | +145.3% |
| All | -19.3% | +601.0% | -620.3% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling