-11.5%
IREN vs CL
+39.8%
-51.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.2% | +22.2% | +18.7% |
| 7D | -9.6% | +1.3% | -11.0% | -8.4% |
| 30D | -44.1% | +11.4% | -55.4% | -39.8% |
| 3M | -42.9% | +4.4% | -47.4% | -40.3% |
| 6M | -64.5% | +10.8% | -75.3% | -61.5% |
| YTD | -42.7% | +25.1% | -67.8% | -34.8% |
| 1Y | -67.7% | +28.0% | -95.6% | -62.8% |
| 3Y | +547.9% | +37.6% | +510.3% | +638.0% |
| All | -11.5% | +39.8% | -51.3% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling