+82.7%
IREN vs CLX
-35.3%
+118.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.3% |
| 7D | +26.0% | -9.2% | +35.3% | +26.1% |
| 30D | +14.9% | -11.0% | +25.9% | +14.9% |
| 3M | -27.8% | +5.0% | -32.8% | -28.4% |
| 6M | +1.9% | -18.8% | +20.7% | +2.6% |
| YTD | +18.3% | -4.4% | +22.7% | +17.8% |
| 1Y | +71.0% | -21.9% | +92.8% | +73.1% |
| 3Y | +882.0% | -32.8% | +914.7% | +875.7% |
| All | +82.7% | -35.3% | +118.0% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling