+78.5%
IREN vs VXX
-94.1%
+172.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.0% | -2.3% |
| 7D | +4.8% | +7.2% | -2.4% | +8.5% |
| 30D | +9.8% | -5.8% | +15.6% | +7.3% |
| 3M | -15.3% | -29.0% | +13.7% | -26.0% |
| 6M | +14.5% | -44.0% | +58.5% | -6.6% |
| YTD | +15.5% | -28.7% | +44.2% | +9.0% |
| 1Y | +29.8% | -45.2% | +74.9% | +12.1% |
| 3Y | +834.5% | -77.8% | +912.3% | +703.8% |
| All | +78.5% | -94.1% | +172.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling