-25.7%
IREN vs KO
+105.0%
-130.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -6.0% |
| 7D | -16.0% | +3.7% | -19.8% | -14.8% |
| 30D | -40.5% | +8.1% | -48.7% | -38.5% |
| 3M | -59.4% | +14.2% | -73.6% | -57.2% |
| 6M | -67.1% | +25.2% | -92.3% | -64.4% |
| YTD | -51.9% | +44.7% | -96.6% | -47.5% |
| 1Y | -62.7% | +43.4% | -106.0% | -59.2% |
| 3Y | +507.7% | +90.1% | +417.6% | +507.4% |
| All | -25.7% | +105.0% | -130.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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