+85.6%
IREN vs CLF
-44.3%
+129.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.7% |
| 7D | +14.6% | -2.7% | +17.2% | +15.8% |
| 30D | +17.1% | -3.2% | +20.3% | +18.5% |
| 3M | -16.0% | -5.0% | -11.1% | -15.5% |
| 6M | +16.8% | +26.6% | -9.8% | +3.3% |
| YTD | +20.1% | -9.0% | +29.1% | +19.2% |
| 1Y | +50.3% | +11.8% | +38.4% | +31.8% |
| 3Y | +871.5% | -15.1% | +886.6% | +787.8% |
| All | +85.6% | -44.3% | +129.9% | +79.9% |
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 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