+507.7%
IREN vs CLF
-22.9%
+530.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.5% |
| 7D | -16.0% | +10.4% | -26.4% | -19.2% |
| 30D | -40.5% | +0.6% | -41.1% | -40.6% |
| 3M | -59.4% | +4.1% | -63.5% | -60.1% |
| 6M | -67.1% | +15.1% | -82.2% | -69.2% |
| YTD | -51.9% | -4.7% | -47.1% | -53.0% |
| 1Y | -62.7% | +20.4% | -83.0% | -66.5% |
| 3Y | +507.7% | -23.4% | +531.1% | +457.5% |
| All | +507.7% | -22.9% | +530.6% | +457.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling