+85.6%
IREN vs KWEB
-42.7%
+128.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.0% |
| 7D | +14.6% | -3.6% | +18.2% | +17.0% |
| 30D | +17.1% | -14.9% | +32.0% | +28.1% |
| 3M | -16.0% | -5.4% | -10.6% | -13.6% |
| 6M | +16.8% | -18.9% | +35.7% | +31.4% |
| YTD | +20.1% | -27.2% | +47.3% | +45.3% |
| 1Y | +50.3% | -34.2% | +84.5% | +93.7% |
| 3Y | +871.5% | +0.6% | +870.9% | +895.3% |
| All | +85.6% | -42.7% | +128.2% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 all: compounded portfolio wealth divided by compounded KWEB 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…
all analysis · Full analysis span regression · 6 months rolling