+116.3%
CLF vs IAU
+216.4%
-100.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | +0.2% | +0.3% | -0.1% | 0.0% |
| 3M | -3.1% | +0.7% | -3.8% | -3.5% |
| 6M | +25.0% | -15.5% | +40.5% | +34.0% |
| YTD | -7.5% | +1.0% | -8.4% | -8.3% |
| 1Y | +11.5% | +19.6% | -8.0% | +5.3% |
| 3Y | -13.7% | +125.4% | -139.1% | -33.3% |
| 5Y | -47.0% | +140.7% | -187.7% | -60.4% |
| 10Y | +116.3% | +218.1% | -101.8% | +93.5% |
| All | +116.3% | +216.4% | -100.1% | +93.5% |
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