+80.1%
CLF vs IBN
+368.7%
-288.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +6.2% |
| 7D | -14.1% | +14.6% | -28.7% | -19.8% |
| 30D | -5.5% | +23.5% | -29.1% | -15.4% |
| 3M | 0.0% | +14.0% | -14.0% | -6.9% |
| 6M | +11.3% | +31.1% | -19.9% | -3.5% |
| YTD | -7.7% | +16.6% | -24.3% | -15.3% |
| 1Y | +17.5% | +14.9% | +2.6% | +8.5% |
| 3Y | -25.4% | +56.9% | -82.3% | -42.4% |
| 5Y | -46.0% | +69.7% | -115.6% | -60.3% |
| 10Y | +80.1% | +365.4% | -285.3% | -18.4% |
| All | +80.1% | +368.7% | -288.6% | -18.4% |
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