+387.3%
CLF vs IEF
+129.4%
+257.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.0% |
| 30D | -1.2% | -0.8% | -0.4% | -2.5% |
| 3M | -13.4% | -1.0% | -12.4% | -15.0% |
| 6M | +15.4% | -2.8% | +18.2% | +8.9% |
| YTD | -5.9% | -1.5% | -4.4% | -8.8% |
| 1Y | +18.8% | -0.4% | +19.2% | +17.1% |
| 3Y | -19.4% | +9.7% | -29.1% | -6.2% |
| 5Y | -47.7% | -8.3% | -39.4% | -60.3% |
| 10Y | +130.4% | +4.6% | +125.8% | +153.4% |
| All | +387.3% | +129.4% | +257.9% | +2,875.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling