+507.7%
IREN vs KORU
+138.6%
+369.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.4% | -1.3% | -4.8% |
| 7D | -16.0% | +11.1% | -27.2% | -19.6% |
| 30D | -40.5% | -40.6% | +0.1% | -30.0% |
| 3M | -59.4% | -63.9% | +4.5% | -45.6% |
| 6M | -67.1% | -82.8% | +15.8% | -53.2% |
| YTD | -51.9% | -15.4% | -36.5% | -69.5% |
| 1Y | -62.7% | -3.3% | -59.4% | -78.0% |
| 3Y | +507.7% | +136.2% | +371.5% | +154.0% |
| All | +507.7% | +138.6% | +369.1% | +154.0% |
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