+78.5%
IREN vs VUG
+66.4%
+12.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -2.7% |
| 7D | +4.8% | -1.9% | +6.7% | +9.0% |
| 30D | +9.8% | -1.6% | +11.3% | +13.9% |
| 3M | -15.3% | +4.4% | -19.7% | -20.4% |
| 6M | +14.5% | +13.2% | +1.3% | -6.1% |
| YTD | +15.5% | +7.5% | +8.0% | +6.6% |
| 1Y | +29.8% | +12.5% | +17.3% | +11.2% |
| 3Y | +834.5% | +86.0% | +748.5% | +250.3% |
| All | +78.5% | +66.4% | +12.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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