-20.3%
IREN vs CLF
-39.8%
+19.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | +8.0% | +16.0% | -7.9% | +1.3% |
| 30D | -44.0% | +1.6% | -45.7% | -44.4% |
| 3M | -55.4% | +6.7% | -62.1% | -56.9% |
| 6M | -65.6% | +21.1% | -86.7% | -69.0% |
| YTD | -48.4% | -1.6% | -46.8% | -50.8% |
| 1Y | -65.0% | +18.5% | -83.5% | -69.1% |
| 3Y | +558.1% | -21.0% | +579.1% | +519.5% |
| All | -20.3% | -39.8% | +19.5% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling