+79.3%
IREN vs KEYS
+76.4%
+2.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -3.8% |
| 7D | -1.9% | +3.5% | -5.4% | -5.4% |
| 30D | +0.4% | -4.5% | +4.8% | +5.2% |
| 3M | -22.7% | -0.4% | -22.3% | -22.0% |
| 6M | +4.4% | +19.1% | -14.7% | -11.7% |
| YTD | +16.0% | +66.7% | -50.6% | -32.9% |
| 1Y | +33.4% | +96.5% | -63.0% | -36.3% |
| 3Y | +948.6% | +155.2% | +793.4% | +269.9% |
| All | +79.3% | +76.4% | +2.9% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling