-64.4%
IREN vs CLF
+14.6%
-79.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.0% | -3.8% |
| 7D | -2.8% | -14.1% | +11.3% | +3.3% |
| 30D | -39.2% | -5.5% | -33.6% | -37.6% |
| 3M | -48.1% | 0.0% | -48.1% | -48.0% |
| 6M | -65.0% | +11.3% | -76.3% | -66.2% |
| YTD | -43.3% | -7.7% | -35.6% | -45.6% |
| All | -64.4% | +14.6% | -79.0% | -72.5% |
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