-62.6%
IREN vs CLF
+27.1%
-89.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +4.8% |
| 7D | -4.0% | +2.3% | -6.3% | -4.6% |
| 30D | -40.1% | +1.9% | -42.1% | -40.4% |
| 3M | -47.6% | +5.9% | -53.5% | -48.8% |
| 6M | -62.2% | +16.9% | -79.1% | -64.3% |
| YTD | -44.8% | -1.1% | -43.8% | -49.0% |
| All | -62.6% | +27.1% | -89.7% | -71.7% |
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 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