-20.3%
IREN vs KEY
+13.9%
-34.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | +8.0% | +1.8% | +6.3% | +6.7% |
| 30D | -44.0% | +7.1% | -51.2% | -46.9% |
| 3M | -55.4% | -5.9% | -49.5% | -53.8% |
| 6M | -65.6% | +2.2% | -67.8% | -66.4% |
| YTD | -48.4% | +6.4% | -54.8% | -51.2% |
| 1Y | -65.0% | +24.8% | -89.8% | -70.5% |
| 3Y | +558.1% | +125.2% | +432.9% | +311.3% |
| All | -20.3% | +13.9% | -34.2% | -28.9% |
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