+948.6%
IREN vs VWO
+62.9%
+885.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -1.3% |
| 7D | -1.9% | -1.8% | -0.1% | +2.7% |
| 30D | +0.4% | -0.1% | +0.5% | +1.2% |
| 3M | -22.7% | +2.2% | -24.9% | -24.5% |
| 6M | +4.4% | +8.8% | -4.3% | -9.4% |
| YTD | +16.0% | +12.4% | +3.7% | -5.2% |
| 1Y | +33.4% | +15.6% | +17.8% | +3.4% |
| 3Y | +948.6% | +62.5% | +886.0% | +275.5% |
| All | +948.6% | +62.9% | +885.7% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling