-12.4%
IREN vs CLS
+1,872.7%
-1,885.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.9% | -8.9% | -6.0% |
| 7D | -2.8% | -10.6% | +7.8% | +5.1% |
| 30D | -39.2% | -38.4% | -0.7% | -16.7% |
| 3M | -48.1% | -29.9% | -18.2% | -34.8% |
| 6M | -65.0% | -40.6% | -24.4% | -52.0% |
| YTD | -43.3% | -24.6% | -18.7% | -34.1% |
| 1Y | -65.7% | -30.8% | -34.9% | -58.4% |
| 3Y | +620.9% | +811.7% | -190.9% | +23.6% |
| All | -12.4% | +1,872.7% | -1,885.2% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 5y: compounded portfolio wealth divided by compounded CLS 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…
5y analysis · Full analysis span regression · 6 months rolling