+79.3%
IREN vs VTR
+97.0%
-17.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | +0.4% | +1.1% | -0.7% | -0.1% |
| 3M | -22.7% | +7.9% | -30.6% | -27.7% |
| 6M | +4.4% | +6.2% | -1.8% | -2.4% |
| YTD | +16.0% | +17.7% | -1.7% | +1.8% |
| 1Y | +33.4% | +32.9% | +0.5% | +7.6% |
| 3Y | +948.6% | +129.7% | +818.9% | +423.2% |
| All | +79.3% | +97.0% | -17.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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