-14.8%
IREN vs KEY
+14.4%
-29.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.2% | +5.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.4% |
| 30D | -40.1% | +6.7% | -46.8% | -43.0% |
| 3M | -47.6% | -4.6% | -43.0% | -46.2% |
| 6M | -62.2% | +2.6% | -64.8% | -63.2% |
| YTD | -44.8% | +7.0% | -51.8% | -48.0% |
| 1Y | -63.7% | +23.5% | -87.1% | -69.1% |
| 3Y | +604.1% | +126.4% | +477.7% | +338.3% |
| All | -14.8% | +14.4% | -29.2% | -24.2% |
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