+79.3%
IREN vs KORU
+94.9%
-15.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.5% | -3.1% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | +0.4% | +13.5% | -13.2% | -6.6% |
| 3M | -22.7% | -45.2% | +22.5% | -16.1% |
| 6M | +4.4% | +17.1% | -12.7% | -34.9% |
| YTD | +16.0% | +154.1% | -138.1% | -53.6% |
| 1Y | +33.4% | +375.7% | -342.2% | -62.6% |
| 3Y | +948.6% | +474.0% | +474.5% | +134.4% |
| All | +79.3% | +94.9% | -15.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling