-42.9%
IREN vs CL
+3.3%
-46.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.2% | +22.2% | +14.7% |
| 7D | -9.6% | +1.3% | -11.0% | -5.7% |
| 30D | -44.1% | +11.4% | -55.4% | -29.5% |
| 3M | -42.9% | +4.4% | -47.4% | -35.1% |
| All | -42.9% | +3.3% | -46.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3mo: compounded portfolio wealth divided by compounded CL 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…
3mo analysis · Full analysis span regression · Available span rolling