-12.4%
IREN vs KEY
+14.3%
-26.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -2.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -39.2% | +7.2% | -46.4% | -42.3% |
| 3M | -48.1% | -4.9% | -43.2% | -46.6% |
| 6M | -65.0% | +1.1% | -66.1% | -65.6% |
| YTD | -43.3% | +6.8% | -50.1% | -46.5% |
| 1Y | -65.7% | +23.3% | -89.0% | -70.8% |
| 3Y | +620.9% | +126.1% | +494.8% | +349.1% |
| All | -12.4% | +14.3% | -26.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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