-47.0%
CLF vs IEF
-8.2%
-38.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +0.2% | -0.7% | +1.0% | +0.3% |
| 3M | -3.1% | -0.4% | -2.6% | -3.0% |
| 6M | +25.0% | -2.5% | +27.5% | +25.1% |
| YTD | -7.5% | -1.6% | -5.9% | -7.4% |
| 1Y | +11.5% | -1.3% | +12.8% | +11.6% |
| 3Y | -13.7% | +10.1% | -23.8% | -14.7% |
| 5Y | -47.0% | -8.3% | -38.7% | -58.2% |
| All | -47.0% | -8.2% | -38.8% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling