+127.6%
CLF vs IEF
+4.6%
+123.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.9% |
| 30D | -3.2% | -0.6% | -2.6% | -3.7% |
| 3M | -5.0% | -1.0% | -4.0% | -5.9% |
| 6M | +26.6% | -3.1% | +29.7% | +21.9% |
| YTD | -9.0% | -1.9% | -7.1% | -11.0% |
| 1Y | +11.8% | -1.4% | +13.2% | +10.0% |
| 3Y | -15.1% | +9.8% | -24.9% | -6.0% |
| 5Y | -48.2% | -8.8% | -39.4% | -65.7% |
| 10Y | +127.6% | +4.7% | +122.9% | +140.6% |
| All | +127.6% | +4.6% | +123.0% | +140.6% |
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