+79.3%
IREN vs VSXY
+47.4%
+31.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | -0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +0.4% | -18.7% | +19.0% | +6.5% |
| 3M | -22.7% | -4.0% | -18.7% | -22.7% |
| 6M | +4.4% | +67.5% | -63.1% | -16.9% |
| YTD | +16.0% | +39.7% | -23.6% | -3.5% |
| 1Y | +33.4% | +180.0% | -146.6% | -15.8% |
| 3Y | +948.6% | +337.3% | +611.3% | +393.1% |
| All | +79.3% | +47.4% | +31.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling