+507.7%
IREN vs KEY
+127.6%
+380.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.3% |
| 7D | -16.0% | +2.9% | -19.0% | -18.4% |
| 30D | -40.5% | +8.4% | -49.0% | -45.4% |
| 3M | -59.4% | -5.8% | -53.6% | -57.4% |
| 6M | -67.1% | +5.4% | -72.5% | -69.3% |
| YTD | -51.9% | +7.1% | -59.0% | -56.2% |
| 1Y | -62.7% | +26.8% | -89.5% | -71.5% |
| 3Y | +507.7% | +128.7% | +379.0% | +224.1% |
| All | +507.7% | +127.6% | +380.1% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling