+79.3%
IREN vs VYM
+69.4%
+9.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -0.1% |
| 30D | +0.4% | -2.2% | +2.6% | +5.5% |
| 3M | -22.7% | +3.1% | -25.8% | -27.9% |
| 6M | +4.4% | +9.7% | -5.3% | -13.6% |
| YTD | +16.0% | +14.9% | +1.2% | -12.6% |
| 1Y | +33.4% | +17.6% | +15.9% | -4.0% |
| 3Y | +948.6% | +65.3% | +883.3% | +305.2% |
| All | +79.3% | +69.4% | +9.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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