+85.6%
IREN vs KEEL
-56.0%
+141.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +14.6% | +19.3% | -4.7% | +1.5% |
| 30D | +17.1% | +9.1% | +8.0% | +8.7% |
| 3M | -16.0% | -31.5% | +15.5% | +7.7% |
| 6M | +16.8% | +75.8% | -59.0% | -23.0% |
| YTD | +20.1% | +57.9% | -37.8% | -14.9% |
| 1Y | +50.3% | +133.3% | -83.1% | -28.4% |
| 3Y | +871.5% | +204.1% | +667.4% | +276.5% |
| All | +85.6% | -56.0% | +141.6% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling