+948.6%
IREN vs KEYS
+154.3%
+794.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -3.5% |
| 7D | -1.9% | +3.5% | -5.4% | -5.2% |
| 30D | +0.4% | -4.5% | +4.8% | +4.9% |
| 3M | -22.7% | -0.4% | -22.3% | -22.1% |
| 6M | +4.4% | +19.1% | -14.7% | -10.0% |
| YTD | +16.0% | +66.7% | -50.6% | -28.9% |
| 1Y | +33.4% | +96.5% | -63.0% | -31.3% |
| 3Y | +948.6% | +155.2% | +793.4% | +307.0% |
| All | +948.6% | +154.3% | +794.2% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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