-25.7%
IREN vs KLAC
+278.2%
-303.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.6% | -4.2% |
| 7D | -16.0% | +10.0% | -26.0% | -22.7% |
| 30D | -40.5% | -14.8% | -25.7% | -31.7% |
| 3M | -59.4% | -27.2% | -32.2% | -47.3% |
| 6M | -67.1% | -17.5% | -49.6% | -62.9% |
| YTD | -51.9% | +25.8% | -77.7% | -61.5% |
| 1Y | -62.7% | +31.8% | -94.5% | -71.3% |
| 3Y | +507.7% | +195.3% | +312.4% | +129.8% |
| All | -25.7% | +278.2% | -303.9% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 all: compounded portfolio wealth divided by compounded KLAC 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…
all analysis · Full analysis span regression · 6 months rolling