-25.7%
IREN vs CLX
-22.8%
-2.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.7% |
| 7D | -16.0% | +9.5% | -25.5% | -15.8% |
| 30D | -40.5% | +30.7% | -71.2% | -40.1% |
| 3M | -59.4% | +4.2% | -63.6% | -59.1% |
| 6M | -67.1% | +22.1% | -89.2% | -67.0% |
| YTD | -51.9% | +14.1% | -66.0% | -51.7% |
| 1Y | -62.7% | +10.3% | -73.0% | -62.4% |
| 3Y | +507.7% | -7.8% | +515.5% | +507.2% |
| All | -25.7% | -22.8% | -2.9% | -33.4% |
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