+79.3%
IREN vs KEEL
-57.7%
+136.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -2.2% |
| 7D | -1.9% | +2.9% | -4.8% | -4.0% |
| 30D | +0.4% | +0.8% | -0.5% | -1.9% |
| 3M | -22.7% | -35.3% | +12.6% | +2.6% |
| 6M | +4.4% | +59.4% | -55.0% | -26.6% |
| YTD | +16.0% | +51.9% | -35.9% | -15.7% |
| 1Y | +33.4% | +75.0% | -41.6% | -21.3% |
| 3Y | +948.6% | +224.5% | +724.0% | +289.3% |
| All | +79.3% | -57.7% | +136.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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