-67.4%
IREN vs CLF
+12.5%
-79.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -9.2% | -2.0% | -8.0% |
| 7D | -24.7% | -7.9% | -16.8% | -22.5% |
| 30D | -46.4% | +5.2% | -51.6% | -47.3% |
| 3M | -46.9% | +4.3% | -51.2% | -47.9% |
| 6M | -56.1% | +25.3% | -81.4% | -59.4% |
| YTD | -42.5% | -3.3% | -39.2% | -45.9% |
| 1Y | -67.4% | +20.2% | -87.6% | -74.9% |
| All | -67.4% | +12.5% | -79.9% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling