-26.3%
IREN vs VST
+503.3%
-529.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -6.2% | -10.8% | -13.1% |
| 7D | -31.3% | -19.9% | -11.4% | -20.6% |
| 30D | -56.3% | -29.7% | -26.7% | -45.2% |
| 3M | -53.6% | -19.6% | -34.1% | -46.5% |
| 6M | -67.1% | -29.4% | -37.7% | -58.8% |
| YTD | -52.3% | -29.7% | -22.5% | -41.2% |
| 1Y | -76.4% | -40.0% | -36.4% | -68.0% |
| 3Y | +416.6% | +231.0% | +185.6% | +110.5% |
| All | -26.3% | +503.3% | -529.6% | -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