-64.5%
IREN vs CLF
+4.8%
-69.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.7% | +18.3% | +19.3% |
| 7D | -9.6% | -19.6% | +9.9% | -1.0% |
| 30D | -44.1% | -5.0% | -39.1% | -42.1% |
| 3M | -42.9% | -6.3% | -36.7% | -40.9% |
| 6M | -64.5% | +2.8% | -67.3% | -63.7% |
| All | -64.5% | +4.8% | -69.4% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling