+79.3%
IREN vs VXX
-94.4%
+173.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -1.7% |
| 7D | -1.9% | +2.0% | -3.9% | -0.8% |
| 30D | +0.4% | -7.1% | +7.5% | -2.7% |
| 3M | -22.7% | -28.6% | +5.9% | -32.4% |
| 6M | +4.4% | -44.0% | +48.4% | -15.1% |
| YTD | +16.0% | -31.7% | +47.8% | +7.2% |
| 1Y | +33.4% | -46.3% | +79.8% | +14.0% |
| 3Y | +948.6% | -78.3% | +1,026.8% | +792.8% |
| All | +79.3% | -94.4% | +173.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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