+82.7%
IREN vs VUG
+68.8%
+14.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +8.3% |
| 7D | +26.0% | -0.1% | +26.1% | +26.3% |
| 30D | +14.9% | -0.3% | +15.2% | +16.2% |
| 3M | -27.8% | -0.7% | -27.1% | -24.2% |
| 6M | +1.9% | +14.6% | -12.7% | -18.4% |
| YTD | +18.3% | +9.0% | +9.3% | +5.9% |
| 1Y | +71.0% | +14.9% | +56.1% | +40.4% |
| 3Y | +882.0% | +86.0% | +795.9% | +266.0% |
| All | +82.7% | +68.8% | +14.0% | -23.9% |
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