+82.7%
IREN vs VST
+696.6%
-613.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +5.1% |
| 7D | +26.0% | +8.9% | +17.1% | +20.0% |
| 30D | +14.9% | +6.2% | +8.7% | +11.2% |
| 3M | -27.8% | -2.7% | -25.0% | -25.5% |
| 6M | +1.9% | -8.4% | +10.3% | +7.3% |
| YTD | +18.3% | -7.2% | +25.5% | +22.3% |
| 1Y | +71.0% | -20.9% | +91.9% | +94.3% |
| 3Y | +882.0% | +384.0% | +498.0% | +209.9% |
| All | +82.7% | +696.6% | -613.8% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling