+3.2%
CLF vs IAU
+751.7%
-748.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +1.1% |
| 7D | +16.0% | -5.5% | +21.4% | +19.7% |
| 30D | +1.6% | -7.0% | +8.6% | +5.4% |
| 3M | +6.7% | -12.3% | +19.0% | +14.5% |
| 6M | +21.1% | -17.9% | +39.1% | +35.3% |
| YTD | -1.6% | -10.3% | +8.7% | +3.2% |
| 1Y | +18.5% | -7.9% | +26.4% | +22.4% |
| 3Y | -21.0% | +98.7% | -119.7% | -47.9% |
| 5Y | -41.4% | +105.0% | -146.4% | -62.3% |
| 10Y | +86.5% | +207.7% | -121.1% | -9.8% |
| All | +3.2% | +751.7% | -748.6% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling