+74.6%
CLF vs IEF
+7.3%
+67.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.4% |
| 7D | +10.4% | -2.0% | +12.4% | +8.3% |
| 30D | +0.6% | +0.7% | -0.2% | +1.5% |
| 3M | +4.1% | -2.5% | +6.6% | +1.9% |
| 6M | +15.1% | -2.6% | +17.7% | +12.3% |
| YTD | -4.7% | -3.2% | -1.5% | -7.8% |
| 1Y | +20.4% | -3.0% | +23.4% | +16.7% |
| 3Y | -23.4% | +10.5% | -33.9% | -14.0% |
| 5Y | -43.3% | -8.2% | -35.1% | -60.1% |
| All | +74.6% | +7.3% | +67.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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