-19.3%
IREN vs VUG
+60.1%
-79.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -6.3% |
| 7D | -19.3% | -1.2% | -18.1% | -16.6% |
| 30D | -43.9% | -8.9% | -35.1% | -29.7% |
| 3M | -49.1% | -5.9% | -43.2% | -40.0% |
| 6M | -67.8% | -3.3% | -64.5% | -62.9% |
| YTD | -47.8% | +3.4% | -51.2% | -46.0% |
| 1Y | -67.2% | +1.9% | -69.1% | -64.8% |
| 3Y | +566.6% | +76.9% | +489.6% | +182.1% |
| All | -19.3% | +60.1% | -79.4% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling