-12.4%
IREN vs CLF
-43.6%
+31.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.0% | -4.0% |
| 7D | -2.8% | -14.1% | +11.3% | +4.1% |
| 30D | -39.2% | -5.5% | -33.6% | -37.6% |
| 3M | -48.1% | 0.0% | -48.1% | -48.4% |
| 6M | -65.0% | +11.3% | -76.3% | -67.4% |
| YTD | -43.3% | -7.7% | -35.6% | -44.4% |
| 1Y | -65.7% | +17.5% | -83.2% | -69.6% |
| 3Y | +620.9% | -25.4% | +646.3% | +595.7% |
| All | -12.4% | -43.6% | +31.1% | -16.0% |
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