-25.7%
IREN vs VT
+57.4%
-83.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -5.9% |
| 7D | -16.0% | +2.4% | -18.4% | -21.5% |
| 30D | -40.5% | -1.5% | -39.0% | -36.9% |
| 3M | -59.4% | -4.1% | -55.3% | -53.1% |
| 6M | -67.1% | +0.6% | -67.6% | -65.3% |
| YTD | -51.9% | +11.0% | -62.9% | -59.8% |
| 1Y | -62.7% | +13.3% | -76.0% | -70.3% |
| 3Y | +507.7% | +73.4% | +434.3% | +85.8% |
| All | -25.7% | +57.4% | -83.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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