+116.3%
CLF vs IAG
+371.0%
-254.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +6.5% | +4.3% | +2.2% | +5.7% |
| 30D | +0.2% | +9.8% | -9.5% | -1.7% |
| 3M | -3.1% | +28.9% | -32.0% | -8.1% |
| 6M | +25.0% | -7.6% | +32.6% | +25.4% |
| YTD | -7.5% | +22.0% | -29.4% | -12.5% |
| 1Y | +11.5% | +99.5% | -88.0% | -3.0% |
| 3Y | -13.7% | +818.3% | -832.0% | -44.2% |
| 5Y | -47.0% | +785.9% | -832.9% | -67.3% |
| 10Y | +116.3% | +381.1% | -264.8% | +31.1% |
| All | +116.3% | +371.0% | -254.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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