+82.7%
IREN vs CLF
-42.4%
+125.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.5% |
| 7D | +26.0% | +7.6% | +18.5% | +22.4% |
| 30D | +14.9% | -1.2% | +16.1% | +15.3% |
| 3M | -27.8% | -13.4% | -14.4% | -24.5% |
| 6M | +1.9% | +15.4% | -13.5% | -6.2% |
| YTD | +18.3% | -5.9% | +24.2% | +15.8% |
| 1Y | +71.0% | +18.8% | +52.2% | +45.6% |
| 3Y | +882.0% | -19.4% | +901.4% | +821.6% |
| All | +82.7% | -42.4% | +125.2% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling