+91.9%
IREN vs KMX
-59.1%
+151.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.3% | +9.3% | +7.4% |
| 7D | +27.5% | -0.7% | +28.2% | +27.8% |
| 30D | +13.8% | +4.1% | +9.7% | +11.1% |
| 3M | -20.7% | +27.5% | -48.2% | -32.3% |
| 6M | +27.9% | +43.6% | -15.7% | -0.3% |
| YTD | +24.3% | +56.8% | -32.5% | -9.2% |
| 1Y | +79.2% | -1.3% | +80.5% | +66.8% |
| 3Y | +904.9% | -25.4% | +930.3% | +991.3% |
| All | +91.9% | -59.1% | +151.0% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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