-20.3%
IREN vs KDP
+14.0%
-34.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.4% | +0.9% | -6.8% |
| 7D | +8.0% | -4.0% | +12.0% | +8.0% |
| 30D | -44.0% | +8.5% | -52.5% | -44.1% |
| 3M | -55.4% | +20.7% | -76.1% | -55.7% |
| 6M | -65.6% | +23.2% | -88.7% | -66.2% |
| YTD | -48.4% | +30.5% | -78.9% | -50.0% |
| 1Y | -65.0% | +35.9% | -100.9% | -66.3% |
| 3Y | +558.1% | +24.8% | +533.3% | +493.4% |
| All | -20.3% | +14.0% | -34.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling