+78.5%
IREN vs CLX
-38.3%
+116.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.8% |
| 7D | +4.8% | -5.9% | +10.6% | +4.8% |
| 30D | +9.8% | -17.0% | +26.8% | +9.8% |
| 3M | -15.3% | -9.6% | -5.7% | -15.3% |
| 6M | +14.5% | -21.5% | +36.0% | +15.1% |
| YTD | +15.5% | -8.8% | +24.4% | +15.0% |
| 1Y | +29.8% | -24.7% | +54.4% | +31.2% |
| 3Y | +834.5% | -35.6% | +870.1% | +828.3% |
| All | +78.5% | -38.3% | +116.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling