If you cleared them from the website, they should also disappear on your iPhone.
Go to Settings - iCloud, and disable Calendars. Wait for a minute or two, then enable it again.
Open the Calendar app, make sure they have disappeared. If they are still there, tap "Calendars" at the bottom of the Calendar app, then tap anywhere on the screen and drag it towards the bottom. This will force the app to resync. Your events should be gone afterwards.