+78.5%
IREN vs VYM
+68.2%
+10.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -2.6% |
| 7D | +4.8% | -1.9% | +6.6% | +9.2% |
| 30D | +9.8% | -2.6% | +12.4% | +16.4% |
| 3M | -15.3% | +3.6% | -18.9% | -21.7% |
| 6M | +14.5% | +8.7% | +5.8% | -3.3% |
| YTD | +15.5% | +14.1% | +1.4% | -11.7% |
| 1Y | +29.8% | +17.8% | +11.9% | -7.1% |
| 3Y | +834.5% | +64.5% | +770.0% | +265.1% |
| All | +78.5% | +68.2% | +10.2% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling