+985.4%
IREN vs KORU
+507.1%
+478.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.9% |
| 7D | +14.6% | +20.1% | -5.5% | +7.3% |
| 30D | +17.1% | +47.5% | -30.4% | +0.5% |
| 3M | -16.0% | -30.1% | +14.0% | -17.9% |
| 6M | +16.8% | +20.1% | -3.3% | -22.4% |
| YTD | +20.1% | +166.6% | -146.5% | -47.1% |
| 1Y | +50.3% | +458.9% | -408.7% | -54.1% |
| All | +985.4% | +507.1% | +478.3% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling