+91.9%
IREN vs VSXY
+52.9%
+39.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.2% | +3.8% |
| 7D | +27.5% | -6.8% | +34.2% | +29.7% |
| 30D | +13.8% | -20.4% | +34.2% | +21.4% |
| 3M | -20.7% | +2.9% | -23.6% | -22.4% |
| 6M | +27.9% | +67.9% | -40.0% | +1.6% |
| YTD | +24.3% | +44.9% | -20.6% | +2.1% |
| 1Y | +79.2% | +205.9% | -126.7% | +9.5% |
| 3Y | +904.9% | +373.9% | +531.1% | +357.2% |
| All | +91.9% | +52.9% | +39.0% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling