+80.1%
CLF vs IAU
+209.6%
-129.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.1% | +6.2% |
| 7D | -14.1% | +4.9% | -19.0% | -16.0% |
| 30D | -5.5% | -1.4% | -4.2% | -5.1% |
| 3M | 0.0% | -4.8% | +4.8% | +2.0% |
| 6M | +11.3% | -12.5% | +23.7% | +17.6% |
| YTD | -7.7% | -4.2% | -3.5% | -6.4% |
| 1Y | +17.5% | +3.1% | +14.4% | +15.9% |
| 3Y | -25.4% | +110.0% | -135.4% | -40.2% |
| 5Y | -46.0% | +123.1% | -169.0% | -58.2% |
| 10Y | +80.1% | +216.7% | -136.6% | +50.8% |
| All | +80.1% | +209.6% | -129.6% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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