-14.8%
IREN vs VUG
+62.8%
-77.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +2.1% |
| 7D | -4.0% | -1.1% | -2.9% | -0.5% |
| 30D | -40.1% | -7.0% | -33.1% | -28.0% |
| 3M | -47.6% | -3.7% | -43.9% | -41.2% |
| 6M | -62.2% | -1.6% | -60.6% | -58.0% |
| YTD | -44.8% | +5.1% | -50.0% | -44.9% |
| 1Y | -63.7% | +3.8% | -67.4% | -62.4% |
| 3Y | +604.1% | +79.9% | +524.2% | +187.9% |
| All | -14.8% | +62.8% | -77.5% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling