+120.0%
CLF vs IBN
+323.1%
-203.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +7.6% | +1.4% | +6.2% | +6.8% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | -13.4% | +17.1% | -30.5% | -20.1% |
| 6M | +15.4% | +3.4% | +12.0% | +13.3% |
| YTD | -5.9% | +2.5% | -8.4% | -7.4% |
| 1Y | +18.8% | -4.2% | +23.0% | +19.4% |
| 3Y | -19.4% | +32.4% | -51.8% | -32.2% |
| 5Y | -47.7% | +59.2% | -106.9% | -60.4% |
| All | +120.0% | +323.1% | -203.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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