-25.7%
IREN vs KORU
-35.1%
+9.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.4% | -1.3% | -4.6% |
| 7D | -16.0% | +11.1% | -27.2% | -20.0% |
| 30D | -40.5% | -40.6% | +0.1% | -29.0% |
| 3M | -59.4% | -63.9% | +4.5% | -44.2% |
| 6M | -67.1% | -82.8% | +15.8% | -51.7% |
| YTD | -51.9% | -15.4% | -36.5% | -72.1% |
| 1Y | -62.7% | -3.3% | -59.4% | -80.0% |
| 3Y | +507.7% | +136.2% | +371.5% | +79.0% |
| All | -25.7% | -35.1% | +9.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling